I quickly chased down some found Santa hats on the net, did a bit of work with the Magic Wand Tool and the eraser to remove the background around the hats and then scaled them to suit each image.
The shadow Rick in the lower left took the longest, as I had to make four different hat shadows — I just took a clipping of the head area and used the Clone Stamp Tool to extend the shadow texture into a hat shape. The eraser made it easy to edit, and I wound up removing most of the non-shadow part of the replacement so that it would just sit over the original head and leave room for the hands to do their thing.
I guess it goes without saying that Giulia’s post Rick-rolled my brain, as I had that song circulating as an ear-worm while I was working on this. Hopefully the next GIF will let me give up the tune and move on to another one.
The three Santa Hat GIFs above may come in handy to you. Please feel free to use them — they have a transparent background, so you just need to resize and apply as needed.