This is the series finale of Adventures of Sonic the Hedgehog (1993), airing three years after the series ended.
Princess Sally makes her first and only appearance in Adventures of Sonic the Hedgehog (1993) in this special.
The special is advertised in Sonic the Hedgehog #41 comic book as An X-Tremely Sonic Christmas. This suggests the special is intended to promote the Sega Saturn game Sonic X-Treme (which was later cancelled). As a result, the special was changed to be named after the Sonic game that did come out in time for Christmas, Sonic 3D Blast (1996).
Sonic talks to a bird (possibly a Flicky) in a tree in one scene. This was most likely tacked in to help promote the concept of Sonic 3D Blast (1996).
Tails is not voiced by Christopher Welch like he is in all the other episodes of Adventures of Sonic the Hedgehog (1993) as his voice had changed. Instead he is voiced by Chris Turner.