A tradition dating as far back as the pre-IGNO era, on the anime forum where SG2 and the founding IGNO members first met.
Originally, these were simply wacky seasonal stories featuring the proto-IGNO characters embarking on quests to save Christmas from the evil forces who sought to do it harm, such as the Grinch and the Garden Gnomes. The first couple (2003-2006) were a case of early installment weirdness, with the IGNOites teaming up with popular anime characters as well as various other references to pop culture. The middle period (2007-2010) codified many of the 'expected' Christmas Story tropes, such as the characters splitting into teams with the story regularly switching perspectives between the groups, or the villain growing to gigantic size for the final battle. However, when IGNOLand history underwent a massive retcon, all the stories from this period were deemed to be non-canon.
What followed the retcon was a trilogy of stories deeply ingrained in the current IGNOLand canon. As such, these stories are generally considered to be required reading for those seeking to understand IGNOLand history and lore. However, the stories retained the humorous tone and tropey nature of the retconned stories, as this style had become an iconic part of the (semi)-annual event.
It is unknown at this time whether or not there will be new stories to follow the Krampus Trilogy, but it's always a possibility.
Adjustments have since been made to A Crossmas Carol to bring it in line with Rockin’ Around The Christmas Treason‘s version of events, but I’ve yet to go back into Have Yourself A Dozen Little Christmases and do the same, so please bare with any contradictions you may spot between the three – turns out I’m just terrible at remembering my own lore.