The boys are here dressed as a horrifying mix of various Scandinavian Christmas traditions.
The goat costumes are from the Christmas billy-goat. It’s the oldest Christmas tradition in Scandinavia, and most likely predates Christianity, and is therefore a heathen tradition that was simply absorbed by the new religion in these parts of the world. Usually it’s made of straw http://baeklund-design.dk/julebukke-i-straa but in some families people even dress up as it.
The candles are from Santa Lucia procession http://www.youtube.com/watch?v=i2-Q_ObdE-4&feature A Swedish tradition that has spread to the rest of Scandinavia, though it remains most popular in Sweden where girls from all over the country compete to become the Lucia of the year.
And finally the flags as decoration on the tree is a Danish tradition that started during the Nazi’s time in Denmark where the Danes weren’t allowed to use their flag, and therefore used it as a Christmas decoration. This later spread to the rest of Scandinavia.
In the December calendar picture on http://humoncomics.com/shop/supporter the traditions are separated, with Denmark showing of his beloved Christmas beer, and added Finland as Santa because in Finland they take Santa very seriously, and Iceland with a baby doll in his mouth because in Iceland they have 13 Santas and they don’t just give naughty kids coal, their mother eats them! (The picture isn’t up yet, but will be tomorrow).