TO MOST of us Christmas is an occasion shared with relatives and close friends. In Stockholm, at the 17th-century Royal Palace on the Baltic Sea, King Carl XVI Gustaf and Queen Sylvia preview the holiday eight days early, sharing it with 200 royal retainers who work in the nine palaces. The party is a personal "thank you" for all who served the family during the year.

This year, on Dec. 17, the company gathered in the White Sea Gallery where they were officially welcomed. Lots were drawn to choose who sat at the tables presided over by the royal couple and their immediate family. This decided, the ornately carved doors of the Charles XI Gallery opened to the Christmas feast.

The splendor of the event reflected the magnificence of the setting. The walls of the gallery are alternating panels of silver and golden-hued marble. Floral reliefs are gilded with gold leaf. The ceilings are frescoed mythological scenes, and crystal chandeliers beam sparkles over the baroque opulence.

The fragrance of pine filtered through the room: two heroic trees brougth from the grounds of Drottningholm Palace held white candles nestled amidst their branches.

Twenty-four tables covered in starched damask clothes were set with red linen napkins, heavily garlanded silverware and 18th-century dowry china from Queen Josephine of Poland. Red candles in towering candelabra illuminated the heirloom goblets waiting to be filled and refilled with aquavit. Pots of Christmas tulips from the royal hothouses adorned each table.

As regal as the surroundings were, the focal point at the Christmas reception was the smorgasbord table in the center of the hall.

The King's chef is Werner Vogeli, a founding member of Paul Bocuse's organization, Les Chefs des Chefs : chefs to the world's heads of state, including President Carter's. When not creating delicacies for visiting dignitaries at the palaces, Vogeli is busy in his own kitchens at the Operacelleran Restaurant in the Stockholm Opera House.

He explains the difference between the Swedish smorgasbord and its foreign cousins by the number of dishes based on salt herring. These are traditionally the first course and are accompanied by warm potatoes, rye crisp bread and a selection of cheeses, notably edam and caraway, plus a glass or two of cool beer. When the herring has been finished guests return to the table for the next courses. The plate is not supposed to be filled to capacity in one round; too many different foods inevitably cause sauces to mingle and confuse the subtleties of each. It is expected that you'll be going back for more. No one is keeping count -- for you, or themselves!

After the pate and salads comes the main course, which at Christmas is always glazed ham served with red cabbage. In between each course there are toasts with snaps; "Skoal " and "God Jul " alternate with interludes for "musical chairs" at each new course to enable everyone "catch up."

Somehow, miraculously, there's always room for the dessert, a warm and creamy rice pudding. A "magical" almond is served in one of the portions and entitles the recipient to his wish. If you're the lucky person you may wish to be in Stockholm next Christmas -- if not, you can recreate a Swedish Christmas with these recipes for a smorgasbord. SWEDISH HERRING SALAD (THE KING'S FAVORITE) 1 pound salt herring* 4 medium potatoes, boiled and chilled 4 large red beets, boiled and chilled 2 medium onions 1 large apple 1 pickled gherkin Chopped egg yolk and white or whipped cream for garnish Sauce: 2 tablespoons sweet mustard 1 teaspoon mustard powder 1 tablespoon sugar 3 tablespoons oil Salt and white pepper

Clean, skin and fillet the herring, rinse well in lukewarm water and soak fillets overnight in plenty of cold water.

Mix the ingredients of the sauce in a bowl. Drain fillets and dice evenly. Mix with sauce. Peel potatoes, beets, onions, apple and gherkin and dice all ingredients evenly. Put in bowl with hering and mix gently. Season with salt and pepper.

The salad should be kept in the refrigerator some hours before serving. To serve, garnish with chopped egg yolk and egg white or pipe some whipped cream on the top of the salad. GLASS BLOWER'S HERRING

A time-honored variation of marinated herring and a favorite on the Swedish smorgasbord. 1 pound salt herring* 1 small carrot, peeled and sliced 1 bay leaf 1 red onion, peeled and sliced 1 piece of ginger 1 piece horseradish, peeled and thinly sliced 5 or 6 white peppercorns, coarsely crushed 5 or 6 whole allspice, coarsely crushed 1 teaspoon yellow mustard seeds. Marinade: 1 1/2 cups white vinegar 1/2 cup sugar

Clean, scale and remove all fins from herring.Rinse in lukewarm water and cut herring crosswise into 1-inch slices. Soak in plenty of cold water for 2 or 3 hours, time depending on how salty you want the dish. Drain and trim. Mix together rest of ingredients except marinade and layer with herring in a glass or earthenware jar.

Mix marinade ingredients in a saucepan and bring to the boiling point, then cool to room temperature. Pour over herring and refrigerate overnight before storing. PICKLED HERRING

Few recipes are as "personalized" as this one. It is highly popular, but everybody has a personal touch in preparing pickled herring to make it a la maison . 1 pound salt herring* 2 cups white vinegar 1/2 cup sugar 5 or 6 peppercorns 5 or 6 whole allspice 1 bay leaf Brine from pickled beets 1 red or yellow onion, peeled and thinly sliced and 1 teaspoon whole allspice, coarsely crushed, for garnish

Clean, fillet and remove skin from herring. Rinse in lukewarm water and soak in plenty of cold water for 6 to 7 hours. Drain on paper towel and remove as many small bones as possible. Cut in bite sized slices, diagonally, and arrange them in tight rows in a shallow bowl.

Bring vinegar, sugar, peppercorns, allspice and bay leaf to the boiling point in a small saucepan. Chill. Strain and color with a little brine from pickled beets. Pour dressing over herring, cover and refrigerate overnight. Serve herring with onion garnish and boiled potatoes -- piping hot or cold. Both taste good with this dish. OSTARP'S LIVER PATE 1 pound pork liver Milk 1 pound fresh fat pork, diced 6 anchovy fillets 1 tablespoon yellow onion, finely chopped, sauteed and chilled 5 eggs 1 tablespoon flour 1 cup heavy cream 1 cup light cream Salt and pepper

Soak pork liver overnight in cold milk to cover. Drain, remove membranes and tubes. Cut liver into pieces, chill and grind twice together with 2/3 pound of the pork fat, anchovy fillets and onion.

Beat together eggs, flour, and heavy and light creams. Gradually add to liver mixture, stirring vigorously. To test for seasonings, fry small amount of batter in frying pan over very low heat. Season, if desired.

Line two oblong loaf pans with thin slices of remaining fat pork. Fill with liver mixture. Cover with aluminum foil. Place loaf pans in deep oblong baking pan, filled with hot water, and bake in hot oven, 425 degrees, for 1 to 1 1/2 hours. The baking time depends upon the level at which the loaf pans are filled. Let pate cool in molds. Unmold and serve with dill pickle and lingonberry jelly. JELLIED VEAL (8 servings) 2 pounds veal shank 2 pounds veal neck (all veal shank can be used) 2 to 3 quarts water 2 tablespoons salt 1 tablespoon white peppercorns, crushed 4 or 5 parsley sprigs 1 sprig of thyme 1 bay leaf

Bring veal and water to a boil. Skim and add salt, peppercorns, parsley, thyme and bay leaf. Simmer covered 1 1/2 to 2 hours or until meat is tender and easily flakes from the bones. Remove meat, trim off bones, sinews and membranes. Dice. Strain stock, using double cheesecloth, into clean kettle. Add meat and bring to the boiling point. Pour meat and stock into oblong loaf pans or fluted 2-quart pudding mold, rinsed in cold water. Refrigerate overnight to set. Serve cut in fairly thick slices and serve with pickled beets. MUSTARD-GLAZED YULE HAM

The Yule ham is lightly salted. A whole ham may be used or a piece of ham.It is boiled or baked and finely glazed. Obviously, canned ham may be used and needs merely glazing to be ready for the table.

Cooking time is about 25 minutes per pound of ham. Baking is done in very slow oven, 250 degrees, for 30 to 35 minutes per pound ham.

Glazing is done after removal of skin and all loose fat from cooked ham, while hot or cold. Place ham on roasting pan. Spread evenly on all sides of ham a smooth mixture of: 3 tablespoons prepared mustard 1tablespoon light corn syrup 1 tablespoon potato flour or cornstarch 1 egg yolk Pinch of salt.

Sprinkle ham evenly on all sides with 1/2 cup bread crumbs.

Glaze in hot oven, 425 degrees, 10 to 15 minutes, or until glaze has taken on an attractive light yellow color. Serve ham hot or cold with mustard and, if desired, a refreshing cabbage salad or hot cabbage dish. RED CABBAGE (RODKOL) (8 servings) 3 tablespoons butter 2 pounds finely cut red cabbage 4 unpeeled apples, diced 3 tablespoons water 6 cloves 1 onion, minced 4 crushed peppercorns 2 tablespoons sugar 2 tablespoons red wine vinegar salt to taste 2 tablespoons black currant jelly, for garnish

Melt butter in saucepan. Add all ingredients except jelly and cook about 1/2 hour, until tender. Serve hot and garnish with black currant jelly. RICE PUDDING (6 servings) 1 cup rice, well rinsed. 1 cup milk 1 cup water 1 tablespoon butter Pinch of salt Sugar and cinnamon, to taste 1 almond Milk and water, as needed

Simmer rice in milk, water and butter with a pinch of salt until rice is mushy. Add sugar and cinnamon to taste. Bury one almond (for lucky person) in the pudding. Serve pudding warm with milk or cream.

Testing Notes: Cook for 1/2 hour to 1 hour, depending how firm you like it. Occasionally scrape the bottom of the pot with a spatula or spoon to keep it from burning. More milk and water will probably need to be added as it cooks. You might like to flavor it at the end with vanilla or grated lemon peel as well as cinnamon.

*Note: Salt herrings can be purchased at the German Deli, 814 11th St., NW.