I liked the story -- SANTA CLAUS WINS, FATALITY!!! -- and would put it among my top ten favorite Christmas stories list (and this from a non-Jew).
However, I thought that the climax -- the "I am my details!" thing -- didn't really lend itself to audio that well. I also think that when Rudolph disappeared to go find the Silver Surfer's nephew or whatever he was, the despair wasn't played up enough -- like, okay, Rudolph stood up for Santa wanting to destroy the Big Empty, but then he disappeared? And yet I didn't feel quite so affected by that. Like, I KNEW he was going to come back, like the author didn't really try to build suspense there.
Overall, though, good story and very cool premise, along the lines of Pratchett's interpretation of the power and existence of gods and anthropomorphic personifications.