CHRISTMAS WEEK is the time for entertaining with panache, for sharing the groaning board and for gathering freinds together, preferably enmasse, just for the sheer joy of it. A perfect medium for such largese is the cocktail party -- not the run-of-the mill celery-sticks-with-curry-dip gathering but one that brings loved ones together with inventive, imaginative and delicious foods.

The choices for this cocktail party consist of six finger foods, none of which are apt to turn up on the regular social circuit. Two are served at room temperature. First are tiny red potatoes cooked, halved, scooped out, filled with minced herring with sour cream and sprinkled with dill or parsley. Next are little brussels sprouts steamed, marinated and wrapped with a strip of prosciutto.

The four hot foods have advantages critical to a cocktail party. They are easy to heat, are as good warm as hot and, most important, remain eminently edible even in the unlikelihood that they languish on a tray. All of these dishes can be made in advance and assembled well before guests descend. Of course, there is no rule against embellishing this spread with more familiar cocktail party foods such as good cheeses, tiny sugarless cream puff shells filled with chicken or shrimp salad or even a platter of homemade bread slices spread with a good quality butter.

The phyllo rolls and turnovers freeze well and therefore can be made weeks ahead of time. Combining delicately flavored, good quality bratwurst and apples seasoned with quatre epices gives the phyllo rolls an unexpected dash that recalls boudin blanc (the French white sausage traditional at this time of year) without the work of making your own sausage.

Making quatre epices is simply a matter of putting together white pepper, nutmeg, cloves and cinnamon. There are various recipes for quatre epices, any one of which is suitable. It keeps well in a tightly covered jar.

Phyllo is much easier to work with if unused pastry is kept covered with a damp kitchen cloth each time a sheet is removed from the stack. I use a goose feather--available at kitchenware shops--to butter the phyllo strips since anything coarser can wrinkle or even break the pastry. One friend uses fingers to equal advantage. Fresh phyllo tends to be less dry than frozen, but either will work. However, since the frozen phyllo might crumble, you can count on some waste. Any remaining phyllo can be wrapped tightly and refrozen, although I prefer to double this recipe and keep the excess rolls on hand.

The pizzas are easily assembled from premade puff pastry, found in supermarket frozen food cases. The defrosted pastry is rolled out and cut into strips using a knife against a ruler, and the sides slightly crimped before they are filled. This results in uniformly crisp slices which do not flop, a boon at a cocktail party. The light freshness of the filling comes from thinly sliced cherry tomatoes -- the only kind worth buying in winter -- dressed with herbes de Provence, a little olive oil and a bit of anchovy. Specialty food shops sell the herbes in pretty unglazed crocks and in less-expensive bags. Experimenting can only lead to great toppings, although I would avoid cheese, which can add a leaden quality. The pastry strips can be assembled several hours before they are baked and refrigerated, with the finished product arranged on a large tray and cut into one-inch slices with a pizza cutter for serving.

Brandade de morue, the feathery Provencale concoction of soaked salt cod, garlic, oil, cream, lemon juice and mashed potatoes, can be made the day before the party. The cod is put to soak a day or two before that. The food processor can accomplish the bulk of the recipe. But, it's best to beat in the baked potato pulp with an electric mixer since the processor turns potatoes into glue. Any leftover brandade can become delicious codfish cakes. For each cup of brandade, add half a cup of freshly mashed potatoes, half a minced onion cooked until soft and transparent in a little butter plus a beaten egg. The mixture is chilled and then dropped by tablespoons into a frying pan covered with a thin layer of hot oil. The cakes are then flattened with a spatula and fried until browned, about three to four minutes per side.

The little potatoes can be steamed or boiled, but should not be overcooked. The herring for the filling must be well drained and dried before it is minced and mixed with the sour cream. Brussels sprouts are increasingly available in bulk, so it is possible to choose uniformly small ones. The sherry vinegar is a lovely addition to the marinade. HERRING-STUFFED TINY POTATO HALVES (24 servings) 24 small red potatoes, about 1 1/2 inches in diameter, scrubbed but unpeeled 2 8-ounce jars herring bits in wine 1/2 cup sour cream 3 tablespoons minced dill or parsley

Cook potatoes in boiling salted water or steam them over salted water for about 15 minutes or until just tender but not mushy. Drain and cool. The potatoes can be cooked a day in advance.

Turn contents of the herring jars into a strainer and discard the onions and liquid. Pat the herring pieces dry between paper towels and mince the herring into an eighth-of-an-inch dice. Stir in the sour cream.

Cut each potato in half and if necessary cut a thin slice off the bottoms so the potato halves will stand, cut-side up. Scoop out some of the flesh with a melon baller and discard the extra flesh. Fill the hollows with the herring mixture and sprinkle the potatoes with minced dill or parsley. SPROUTS WITH PROSCIUTTO (Makes 48) 48 small brussels sprouts (about 1 3/4 to 2 pounds) 1 bay leaf 1 teaspoon thyme Juice of 1 lemon 1 tablespoon sherry wine vinegar (available in specialty stores) 5 drops hot pepper sauce Pinch of salt Pepper to taste 1/3 cup olive oil 16 thin slices prosciutto, each cut into thirds, lengthwise

Wash the sprouts, trim the bottoms and cut an "X" in the exposed base. Steam over boiling water to which the bay leaf has been added, for about 12 minutes, or until tender but firm when tested with a thin, sharp knife.

While the sprouts are cooking, mix thyme, lemon juice, sherry vinegar, hot pepper sauce, salt, pepper and oil in a bowl large enough to hold the sprouts. Turn the hot sprouts into the bowl, toss with the marinade and cool. Cover and refrigerate overnight.

To serve, bring the sprouts to room temperature, drain them, wrap a strip of prosciutto around each sprout and fasten with a toothpick.

The sprouts can be assembled several hours in advance, covered with plastic wrap and refrigerated. They should be brought to room temperature before serving. BRATWURST AND APPLE PHYLLO ROLLS (Makes 48) 4 bratwurst sausages (preferably Usinger's) 1 tablespoon butter 2 medium greening, macintosh or granny smith apples 1 teaspoon lemon juice 1/4 teaspoon quatre epices (see recipe) 12 sheets fresh or defrosted phyllo dough (about 1/2 pound) 1/2 pound melted butter

Trim the ends of each bratwurst and cut each sausage into three 2-inch pieces. Cut each of these pieces into quarters, lengthwise. Peel off the casing and discard. Melt the tablespoon of butter in a frying pan and brown the bratwurst pieces quickly on all sides. Set aside and let cool.

Peel, core and finely mince the apples and stir in the lemon juice and the quatre epices, making sure the apples are well coated.

Cut the sheets of phyllo lengthwise into quarters, to make four pieces each about four inches wide. Place one strip on a lightly dampened cloth and cover the other pieces with another lightly dampened cloth to keep them from drying out. Brush the strip with melted butter and place a piece of bratwurst across the bottom of the strip, about an inch from the edge, along with a teaspoon of the apple mixture. Roll the strip to enclose the filling twice, then fold the long edges of the dough toward the center. Finish rolling the strip and place the roll, seam side down, on a jellyroll pan lined with waxed paper if the rolls are being made in advance and are to be frozen. Continue with the remaining strips until all the rolls are made. Freeze flat and decant into heavy plastic bags. To bake, place the unthawed rolls on a jellyroll pan, seam side down, and bake in a 350-degree oven for about 30 minutes, or until golden brown. Unfrozen rolls need 15 to 20 minutes in a 350-degree oven. QUATRE EPICES (Makes 2 1/2 teaspoons) 1 3/4 teaspoons ground white pepper 1/4 teaspoon ground nutmeg 1/4 teaspoon ground cloves 1/4 teaspoon ground cinnamon

Mix spices well and store in an airtight jar. BOLIVIAN CHEESE TURNOVERS (Makes about 44) For the filling: 12 ounces small curd cottage cheese (about 1 1/3 cups) 1/2 teaspoon salt 1/4 cup flour 1/4 teaspoon cayenne pepper 5 scallions, both green and white parts, finely minced 4 tablespoons minced cilantro (also called fresh coriander or Chinese parsley), or dill or parsley 1 egg yolk, beaten For the dough: 1/2 envelope (1 1/2 scant teaspoons) dry yeast 1/2 cup warm water 2 tablespoons butter at room temperature 1/2 teaspoon salt 1 teaspoon sugar 1 1/2 cups flour 1 egg white, lightly beaten

Prepare the filling by combining all the ingredients and beating them until creamy. Set aside.

To make the dough, dissolve the yeast in the water in a large bowl. Stir in the butter, salt, sugar and flour. Knead by hand or with a dough hook about 10 minutes, or until the dough springs back to the touch and loses its stickiness. Pinch off pieces of dough the size of a small egg and stretch into strips 3/4-inch in diameter. Cut the strips into 3/4-inch pieces and roll into balls. Flatten each ball with the palm of the hand and roll out with a rolling pin into 2 1/2-inch to 3-inch circles. Place about 3/4 of a teaspoon of filling on half of each circle. Moisten the edges with a bit of cold water, fold and press edges firmly together. Brush the tops with the beaten egg whites and place on a buttered jellyroll pan. Allow to rise until light to the touch, about 1 hour, and brush the tops again with the egg white. Bake in a 450-degree oven for about 12 to 15 minutes, or until well browned. If the turnovers are to be frozen, bake them at 450 degrees for 8 minutes and let them cool. Arrange them on a waxed-paper-lined jellyroll pan, freeze and turn into heavy plastic bags. To finish cooking the frozen turnovers, place them on a jellyroll pan and allow them to defrost for about 20 minutes. Then bake at 450 degrees for about 7 minutes, or until they are well browned. Serve hot. TOMATO AND ANCHOVY PUFF PASTRY PIZZAS (Makes about 80 pieces) 17 1/4-ounce package frozen puff pastry, defrosted About 36 cherry tomatoes (almost 2 pints), thinly sliced crosswise 1 tablespoon herbes de Provence (available at specialty food stores) or oregano 4 tablespoons olive oil 4 2-ounce cans flat anchovy fillets, drained, with fillets halved lengthwise

Roll out each sheet of puff pastry on a lightly floured board to measure 11-by-16-inches. Cut each sheet into eight 2-by-11-inch strips. Place the strips on jellyroll pans and with fingers crimp up the edges slightly. Arrange a row of cherry tomato slices down the center of each strip and sprinkle them with the herbes de Provence or oregano. Drizzle the oil on the tomatoes. Arrange the anchovy halves on the zigzag down each strip. Bake at 350 degrees for 35 to 40 minutes, or until the strips are puffed and brown. Cut each strip into pieces about one inch in width. Serve hot.

The strips can be assembled a few hours before they go into the oven and refrigerated. BRANDADE DE MORUE (Makes about 3 1/2 cups) 1 pound salt cod 1 onion, quartered 1/2 teaspoon leaf thyme 3/4 cup full-flavored olive oil 2 large cloves garlic, pureed Grated rind of 1/2 lemon Juice of 1/2 lemon 3/4 cup heavy cream White pepper to taste 3/4 cup warm baked potato pulp (1 large potato) 12 slices firm-textured white bread, crusts removed, toasted and each slice cut into four triangles

Wash the cod, cut it into chunks about 4 or 5 inches long, set into a colander and place the colander with the fish into a large bowl of cold water. Keep the bowl with the submerged cod in the refrigerator for at least 24 hours and change the water five or more times. Do not let the cod touch the bottom of the bowl.

To poach the soaked cod, bring 6 cups of water to a boil with the onion and thyme and simmer for 5 minutes. Add the cod, return the liquid to a bare simmer and cook over low heat for 10 minutes. Turn the fish into a colander and let it cool enough to handle. Remove any dark bits along with pieces of skin and bones. Pat the fish dry between paper towels and turn it into a saucepan with 1/4 cup of the olive oil. Place the pan over moderate heat and cook for about 5 minutes, stirring with a wooden spoon to break up the fish. Turn into a food processor bowl with the steel knife and add the crushed garlic, lemon rind and lemon juice. Run the motor for about 20 seconds and, with the motor still running, slowly add through the feed tube the remaining 1/2 cup of olive oil, the cream and the white pepper. Process for an additional 10 seconds, or until the mixture is fluffy. Turn into a mixing bowl, add the warm potato pulp and beat with an electric mixer until the potato is incorporated into the fish and the mixture has the texture of whipped potatoes.

The brandade can be prepared a day in advance and reheated over hot water in the top of a double boiler. Fluff the hot brandade with a fork and turn it out in a mound on a platter. Surround with crustless toast triangles.