Mari Lywd

What other strange winter activities exist? Well, if somehow you find yourself in South Wales around the holidays, you could find yourself rap battling a horse skeleton to keep it from stealing all your food.
The Mari Lywd is a tradition thats origins are a mystery but are assumed to have been started by a group of beggars trying to get food.
Between December 25 and the twelfth night, a villager attaches a horse skull to a pike and drapes a sheet over him or herself then decorates the skull and sheet with colorful ribbons flowers and sometimes glowing baubles in the eyes. They then travel around with their group of handlers, usually their friends, and they go door to door and sing songs about wanting to be let in. The owner of the house then has to sing back excuses on why they can’t, all in rhyme of course.
This goes on until Mari Lwyd gives up or is let in where they can then raid your pantry with their handlers.

https://www.wales.com/about/culture/mari-lwyd

Skaði

Skaði (Skadi) is a norse deity from Jötunheimr (jotunheim) who is said to have created skiing, snow shoes, and bowhunting which were all vital things for the old norse. She is often described as strong-willed and beautiful. Determined and unforgiving, she was charming and skillful to the point where she was able to poison Loki, the Norse god of chaos.
She is the goddess of winter, hunting, mountains and skiing. Her name is likely related to the name “Scandinavia,” but whether Skadi lent her name to the land-mass or vice versa is uncertain.
She is a beautiful frost giant who became a goddess through marriage with the sea god Njord. She was unhappy living at the sea; the seagulls kept her awake and the waves were too loud. Njord couldn’t stand the cold and dreariness of the mountains; they eventually divorced and finally Odin chose her as his bride after she split with Njord.

https://www.britannica.com/topic/Skadi

Skadi – the giantess who married the sea god

Grýla

When the snow starts falling, the last thing on anyone’s mind is to be cautious of a giant ogress coming to eat you because you’ve been naughty. But it’s already known that Iceland has some crazy holiday figures.
Grýla is a fearsome witch – half ogre, half troll – with horns protruding from her, hooves and fifteen tails, with warts speckling all along her face. She is said to be mother of the thirteen yule lads. She lives in the mountains with her husband and their giant yule cat who will only eat children who didn’t receive new clothes that year.
It is said Grýla used to send the yule lads down the mountain to capture unruly children and bring them to her to cook in a stew.
The children of Iceland started staying indoors for fear of being snatched up and taken to Grýla and eventually it got to the point where the government actually had to ban parents from threatening their children with the ogress, so the story changed to the yule lads simply coming down to cause chaos and mischief on the
days leading up to Christmas.

https://the-line-up.com/the-yule-lads-gryla-iceland