Some Christmas Themed Monsters

The Court of the North Pole are a fairy court inhabiting the upper reaches of the arctic circle. Dormant beneath the ice for most of the year, they awaken on the night of the winter solstice and ride out in a wild hunt, to punish sinners and reward the virtuous.

All of the Court of the North Pole possess the following qualities:

• As fairies they take double damage from iron weapons and cannot use iron themselves, preferring equipment made of tin or brass.
• They can see in starlight as if it were broad daylight.
• They are immune to any damage or effect that relies on cold or ice; even blizzards, walls of ice etc etc have no effect on them.
• Other weaknesses or vulnerabilities of elves/fairies in your system & setting apply to them.

The encounters are suitable for mid-level parties, level 4 to 8 perhaps.

Elves of the North Pole (the lesser fae) 
Child-sized creatures whose bodies and faces nonetheless seem elderly. Sharp of mind, with cunning, dexterous fingers. Like all elves, they show little regard for civilised needs, living in a state of wild innocence among the snow-drifts and ice floes. Here, they can dedicate themselves to their arts - they favour brewing, the construction of clever toys, and elaborate confectionery - and throng around the noble fae of the court.
HP 4, HD 1, AC as leather, Attack with tools (+1, d6), saves as Elf 1. 
Twice per day (after sunset), can cast Animate Objects on any Toy, Artwork or Food/drink they made with their own hands.
Once per day (after sunset), can cast Sleep.
Can perform mundane work supernaturally fast; a task such as lock-picking, mending equipment etc that would normally take them a turn takes them only a round, and other tasks are similarly accelerated.

The Yule Lads (lesser fae of the court).
A gang of thirteen less wholesome elves. Where most such elves concern themselves with making confectionary and toys, these thirteen delight in mayhem and theft, creeping out to torment those whose homes are vulnerable in the mid-winter.
Their mother, Grýla, is an old she-troll dwelling in the mountains around the north pole. She is known to make stew from the bodies of wicked children, a feast all the court enjoy.
HP 4, HD 1, AC as leather, Attack with tools (+1, d6), saves as Elf 1. 
Twice per day (after sunset), can cast Invisibility on any object they're touching.
Can enter any residence by creeping under doors, down chimneys, through pipes etc so long as all within are asleep. No locks, defences or magical wards will keep them out, although this ability fails should anybody within remain awake.

Reindeer (fairy steeds of the North Pole's wild hunt)
Enormous arctic deer, shaggy-coated and with large branching antlers reminiscent of crowns. Intelligent, capable of speech. Wild in temperament, taking delight in storms, reckless chases and dangerous hunts (as prey or hunter). Often serve as mounts for other fairies of the court, or draw their chariots.
HP 7, HD 2, AC as leather, Attack with antlers (+2, d6), saves as Elf 2. 
Can cast Flight at will, on themselves or a fairy of the court touching them.
At will - so long as they are not observed by any non-fairy - can teleport from anywhere within a blizzard or storm-cloud to anywhere else in the world experiencing similar weather. Any fairies of the court that see them do so can follow with them.

Knights of the North Pole
There are 6 knights in service of the court:

• Belsnickel, a ragged, masked man in a fur coat (varyingly his own hide or crude clothing) with a long, prehensile tongue. 
• The Badalisc,  a wide-mouthed bestial creature, with a furry hide, small horns and red eyes.
• Knecht Ruprecht, a limping man in tattered robes with a huge wild beard.
• The Krampus, a figure with claws, goat-like horns, a monstrous face complete with long fangs, and a beast-like furry skin, who carries a knife to slit open the guts of those who sin.
• Perchta, an ugly old woman with a single large swan's leg in place of human legs, horns, and sharp teeth.
• Père Fouettard, a man in dark robes, with wild straggly hair and beard, carrying a whip and with a basket upon his back to carry away sinners.

When midwinter comes, the knights set out to hunt sinners. Their methods vary. Some beat them to within an inch of their life, some slice their bellies open, and some spirit them away never to return. Those whose sins are mild might escape with only a beating and a symbolic gift of a stone, coal or bundle of sticks. The truly wicked likely perish.
Lesser knights encountered include Klaubauf, Bartel, Pelzebock, Befana, Pelznickel, Belzeniggl, Schmutzli, Rumpelklas, Bellzebub, Hans Muff, Drapp, Buzebergt. Each takes a similar appearance; a ragged or bestial figure, often horned and dressed in furs or robes. They serve as squires and heralds to the six main knights, and should one fail or perish a squire will step up to take their place.
HP 15, HD 5, AC as leather, Attack with whip (+7, d6 or 2d6), saves as Elf 5. 
Can cast Detect Sin at will (as Detect Evil, but rather than an objective measure it detects those who've transgressed against local standards and expectations). Their whips do 2d6 damage to those they know to be sinners, or d6 otherwise.
Once per night, they may cast Sleep, Silence, Darkness and Create Snowstorm.

Jack Frost (eldest of the court)
Jack Frost is the first of the court, older than humanity, older - he claims - than warm-blooded life. A fairy spirit of ice and darkness. His body a mass of interlocking ice crystals, all edges and spikes.
He cares little for the court's work of punishing sinners and rewarding the virtuous. To him, all that matters is that he spread the frost and snow that is his main delight. To him, humanity - and indeed the modern fairies - are but interlopers in a world that is at its heart cold and cruel and beautiful.
HP 7, HD 7, AC as plate, Attack twice with claws (+7, d4), saves as Dwarf 7. 
Merely being in his presence is uncomfortably cold. 1 damage each round, you get a Save vs Paralysis to avoid it if you're wrapped in thick winter clothes.
Can create blizzards at will, and perfectly control any cold weather, snow etc.
Triple damage from fire.
Can animate snow into crude lumpy Snowmen (7 HP, 2 HD, AC as Leather, bludgeon +2, d6, Save as Dwarf 2, triple damage from fire.). 

Saint Nicholas (confessor to the court)
Taking the appearance of a frail man in a red monk's habit and hood, carrying a large sack over one shoulder.
A christian saint, who long ago abandoned humanity and mortality, taking up a sort of eternal half-life among the fairies of the arctic. He accompanies the court, absolving the fairies of the sins they commit against those they punish (and rest assured, the fairies sin; they cruelly murder those they deem wicked, and have little restraint, engaging in theft, arson, lechery and drunkenness when the fancy takes them). For his own part, the old saint accompanies them on their hunts and rewarding the few whose virtue is sufficient for the fairies to spare them.
It has been, at this point, several hundred years since Saint Nicholas turned his back on humanity. Why he abandoned mankind and his reward in Heaven is unclear.
HP 21, HD 7, AC as leather, Attack with whip (+7, d6 or 2d6), saves as Cleric 7. 
(lesser knights have only 3 HD, 9 HP and other stats appropriately).
Can cast Detect Sin at will (as Detect Evil, but rather than an objective measure it detects those who've transgressed against local standards and expectations). His whip does do 2d6 damage to those he knows to be sinners, or d6 otherwise.
Saint Nicholas and those who accompany him count as holy and magical, and completely bypass any damage resistance or immunity possessed by supernatural beings.
At will, can cast Cure Wounds, Create Food & Water, Purify Food & Water, Cure Disease and Break Curse.

Papa Noël (king of the court of the north pole)
Papa Noël appears much like his six knights; an old man, in long fur robes, with a wild beard. Sometimes his appearance includes antlers, sometimes his face is hidden below a red hood. Where he travels, a blizzard follows in his wake. He travels in a chariot drawn by reindeer, and hunts out those of notable virtue or vice to receive appropriate rewards.
Many peasants leave out offerings of food and alcohol on the night of the solstice, that Papa Noël will stay his hand. Sometimes, this even works.
HP 30, HD 10, AC as leather, Attack with whip (+5, d6 or 2d6), saves as Elf 10. 
(lesser knights have only 3 HD, 9 HP and other stats appropriately).
Can cast Detect Sin at will (as Detect Evil, but rather than an objective measure it detects those who've transgressed against local standards and expectations). His whip does do 2d6 damage to those he knows to be sinners, or d6 otherwise.
Can enter any residence by creeping under doors, down chimneys, through pipes etc so long as all within are asleep. No locks, defences or magical wards will keep them out, although this ability fails should anybody within remain awake.
Can cast Time Stop at will, affecting all those within a single residence so long as everybody present is asleep.

Encounters with the Court of the North Pole
The Wild Hunt of the North Pole is only encountered as random encounters, in the month around midwinter. Whenever a random encounter is rolled, roll an additional d6, and on a 6e instead the Wild Hunt is encountered.
The first encounter with the Wild Hunt does not involve any of the fairies in person. Instead, a blizzard brews up, with enough snow in the air to reduce visibility to a few yards. Even underground, the PCs will find themselves trudging through snow-drifts and noticing frost forming on surfaces.
For as long as the blizzard lasts (until sunrise) any subsequent encounters roll on the following chart instead of what you'd normally use:

1. 2d6 Elves of the North Pole.
2. d6 Elves, each riding a Reindeer.
3. 2d6+1 Yule Lads.
4. A lone Knight.
5. A Knight, accompanied by 1-2 lesser knights and d6+1  Elves.
6. Jack Frost, and d6 Reindeer.
7. Jack Frost and d6 Snowmen.
8. All six Knights.
9. Saint Nicholas, and a 50% chance of d6+1 Elves.
10. Saint Nicholas, a Knight, and d6+1 Elves. All riding a Reindeer.
11. Papa Noël, Six Reindeer, and a 50% chance each of a single Knight and Saint Nicholas.
12. The full court: Papa Noël, Saint Nicholas, Jack Frost, all six Knights, all twelve lesser knights, all thirteen Yule Lads, 3d6 reindeer and 3d6 elves.If this shows up, your PCs should just flee or pray.

Your PCs are almost certainly Sinners according to the court (violence, tomb-robbing, failure to say their prayers, lack of respect for their social superiors, not taking care of their parents, etc etc. Inventing suitable fairytale sins for them shouldn't be too hard): those with the ability to Detect Sin will use it early and often, loudly proclaiming the sins of those they survey and setting about them with whips. This is a good excuse to reveal the secret crimes any PCs might be hiding, or for that matter those of any nearby NPCs (learning that a trusted NPC is actually a cultist of Shub Niggurath when Santa turns up and attacks him with a whip is always good for a laugh).
The court arrives suddenly, out of the snow or around the next corner. All (except Jack Frost and Saint Nicholas) are probably uproariously drunk, possibly encountered swigging from a bottle of brandy or brandishing a leg of duck. As far as they're concerned, this is a wonderful game, and the PCs shouldn't sin if they don't want to be punished by gleeful partying murder elves.

If your PCs (or at least one or two of them) are actually genuinely good people, they get a pass from the mayhem.The Knights, Saint Nicholas and Papa Noël all carry sacks. The truly virtuous can ask them for a magic item or other treasure as reward, and 50% of the time they recieve it from said sack. If their requested treasure isn't there, then they either get something close (a magic sword rather than their specific magic weapon of choice) or else just booze and chocolate.

Remember to ham it up when playing these loonies. Say HO HO HO a lot, ask if they've been good. That said, this isn't cosy and jolly per se: your PCs are trapped in a storm being hunted by mad fairies obsessed with sin and carrying big whips. Insanity, excess and the brutal winter are all elements here.
Go have fun with it.