Would it be considered a sin to have a non-Muslim colleague accept a Christmas gift containing alcohol on my behalf, or would it have been better to receive it and then dispose of it?

The fundamental principle is that it is permissible to accept gifts from disbelievers, even on their holidays, unless the gift is religiously forbidden, such as alcohol, pork, or that which was slaughtered not in the name of Allah. Ali ibn Abi Talib accepted a gift on Nayrouz (Persian New Year), and Aisha permitted eating what the Majus (Zoroastrians) gifted on their holiday, other than slaughtered animals. Accordingly, accepting foodstuffs is permissible unless they are forbidden. However, accepting alcohol is not permissible. It was obligatory not to accept it but to return it to them. Entrusting a colleague to take forbidden items does not absolve one of responsibility. You must seek forgiveness and refrain from accepting forbidden gifts in the future.