The story you're after is this:
First of the Many 1 episode (Prog 775) 6 pages
Script: Garth Ennis, Artist: Cliff Robinson

One of Ennis' better Dredds - from what I remember it's never been reprinted, so you'll have to try and find the original prog on ebay.
As for other 'flashback' tales, there's
Origins 23 episodes (Progs 1505 to 1535) 139 pages
Script: John Wagner, Artist: Carlos Ezquerra, Letters: Annie Parkhouse
Which features many flashback scenes of a young Dredd and Rico - you can get Origins as a graphic novel.
Monkey on my Back 3 episodes (Megs 204 to 206) 45 pages
Script: Garth Ennis, Artist: John Higgins, Letters: Tom Frame
Flashback tale set in (I think) 2099. Never reprinted, so once again you'll have to get hold of the original issues.
Blood Cadets 3 episodes (Progs 1186 to 1188) 18 pages
Script: John Wagner, Artist: Simon Fraser
Shows some retro Dredd and Rico action - reprinted in the
Brothers of the Blood trade, which you really should get anyway if you haven't already!
There's probably a couple of others, but I must stress that I don't think there's any that share that same knowing, post modern feel that
O Little Town of Bethlehem has. The old-school 'yellowed paper' feel is a first for Dredd to, I think - it's an effect that is pretty common in comics, though - I think the first time I saw it used was in Warren Ellis'
Stormwatch.