Lets start with a list of possible airlines:
The following destinations are served from Gatwick:
Arrecife (Lanzarote) with Thomson and Thomas Cook
Fuerteventura with Monarch, Thomson, Thomas Cook and easyJet
La Palma with Thomson
Las Palmas (Gran Canaria) with easyJet and Thomson
Tenerife South with Monarch, Thomson, Thomas Cook and easyJet
From Stansted you can fly to:
Arrecife with Ryanair
Fuerteventura with Ryanair and easyJet
Las Palmas with Ryanair
Tenerife South with Ryanair
There are no flights to the Canary Islands from Heathrow, London City, Southend, Oxford or Manston.
Checking further rules out Monarch's flights to Fuerteventura, as they're only available on Wednesdays. Return flights (per person) to Tenerife South are priced as follows:
22nd: £214.99 + £103.99 = £318.98
23rd: £194.99 + £119.99 = £314.98
24th: £179.99 + £119.99 = £299.98
Thomson only fly to Fuerteventura (from Gatwick) on Saturdays. On 22nd they quote £503.98 return per person.
Thomson only fly to Arrecife (from Gatwick) on Sundays. On 23rd they quote £383.98 per person.
Thomson have no flights to La Palma on your dates.
Thomson's only suitable flights to Las Palmas would be on 24th, at £463.98 return per person.
Thomson's return fares, per person, to Tenerife South are £423.98 (22nd) or £433.98 (23rd and 24th).
I'll try to post more later. (I'm in an internet café at the moment, and my time is running out). But it's looking like the quotes you got for easyJet may well be the cheapest. (This isn't the first time that I've researched fares to the Canary Islands over the Christmas period. Later in the year typical return prices are often in the range of £800 to £1500 per person, so you're seeing the cheaper figures).
Chris