If you haven't seen it yet, Rare Exports is available currently at Shudder.com, along with a few other holiday/horror mashups in their Winter Chill collection.
Rare Exports is about Finnish reindeer herders who find themselves being stalked and terrorized by Santa's helpers, recently unearthed. Take a look at this guy, he can smell naughtiness:
Here's an army of them armed with picks and axes, pursuing captured children.
Santa himself is like a kaiju Krampus, an entity that was trapped by the folk he brutalized centuries ago before he became myth. The story does a great job of presenting the legend as something twisted far from a horror that should have remained buried. This just begs for a prequel.
But it doesn't go so well for him in the end, so don't expect a sequel.