If you go to Bonn, also look up Siegburg. They have a medieval Christmas market there, with blacksmiths, traditional bread making, medieval singing and dancing and costumes, and when it gets dark, there's no electric light. It's quite special!https://www.nrw-tourism.com/a-siegburg-christmashttp://www.mittelalterlicher-markt-siegburg.de/web/mittelalterlicher_markt/01121/index.htmlhttps://www.mahdiaridjphotography.com/en/siegburg-medieval-christmas-market/
If you really want Christmas market fatigue, you can, in a long weekend, take in Dusseldorf, Cologne, Bonn and Siegburg. I usually take the car, and sometimes call in to the one in Bruges as well!
With a bit more time, you can take in Aachen too.Cologne has quite a few large Christmas markets
but they get very busy. Look up the ones to go to before going. I saw last year that Cologne even has a gay Christmas market which was all done up in pink!
Last year I found that the square in Dusseldorf where I used to live (Belsenplatz) now has a Christmas market in it as well, and that's out of the tourist trail so is a bit more relaxed and features a nice wooden pub.
Last Christmas, some of the Cardiff Christmas market food stands stayed until April...