In the examples you make, there is no need to use any preposition.
We can get together Wednesday night.
Since there was nothing I could do, I wandered in downtown the night of Christmas Eve.
At least in American English, you can use a weekday as adverb, such as in the following sentences:
We will try again Friday. (We will try again on Friday.)
See you Wednesday. (See you on Wednesday.)
This usage is reported to be chiefly North American, from the OED.