I'm a great fan of Jean Greenhowe's dolls. These dolls are made from her Last Minute Dolls pattern in her Chirstmas book. The Angel is almost a direct copy of her Christmas Fairy and the Shepherds have elements taken from the Basic Doll pattern as well as the Nativity Set earlier in the book. Why not just make up the Nativity Set? Well, the Nativity Set is more for display than for playing with. Also the Last Minute Dolls are more within my attention span.
The changes to the angel were to leave out the bows and replace with a headband of red chain stitches.
The shepherds were more original, though not much. The head cloth came from the Nativity Set, minus two rows of garter stitch at the end. The hair came from the angel/fairy but inside out and a row shorter. The beard is from the Nativity set, minus 2 rows of garter stitch at the end. I hope that's clear enough. I don't want to go to the trouble of gaining permission to write up the whole pattern in detail. Email me if you have any questions or ideas.