I'm having a brain freeze as to what you're done in the past but I think last year the Lemon Drops were playing in the snow (building a snowman?) so how about: ice skating, carol signing, tree decorating, or baking. (how about having them watch Dr Who, that's christmasy right?
) As for ponies to use may I suggest: Peachy (bet you didn't see that one coming, lol) Snowflake, Ribbon, North Star, or how about some Princesses with their dragons/bushwoolies?
Can't wait to see what you come up with.