So my world is a purgatory for dead deities both major and minor. I actually ran a one shot where Saint Nicholas of Myra, the man who inspired the story of Santa Clause appeared as a new minor deity in the world. So I literally have the OG Santa Clause as a conical member of my world.
As for the sleigh and reindeer, they don’t exist, because those were added to the Santa Clause lore in the 19th century. Long after Saint Nicholas. He instead has the ability to manifest a corporeal form of himself wherever in the plane he wishes, visible or invisible. He is also able to manipulate dreams and memories. (I had to give him some god powers.) Everywhere he goes he leaves little trinkets, nothing major or power shifting, but little things that are really useful that everyone needs.
He was introduced as a deity of mundane objects, because he would give gifts that were needed for everyday life but nothing fancy. It took a while for the players to piece together that the deity, who referred to himself as Nicholas, and his followers referred to him as a Saint, was in fact Saint Nick.