I don't know if I'd say that Hellboy was "a right jolly old elf," but I also wouldn't go up to his face and tell him that. If he wants to play Santa, he can play Santa. And you can do, if you order the limited edition Holiday Hellboy miniature for the Hellboy game from Mantic. You can get your name put down on the "Nice" list now.
From the announcement:
Mantic Games is pleased to announce a special, limited edition miniature to celebrate its upcoming Hellboy board game. Working once again with Dark Horse Comics and visionary creator Mike Mignola, Holiday Hellboy is a handmade, high quality resin gaming piece based around an iconic piece of festive artwork drawn by Mike Mignola.