People will needle each other in the workplace. It is just one of those things. When I am the target, no matter what time of year, I have responded at various times by telling them they are off the Christmas Card list. Being the frugal/cheap/person of Scottish ancestry that I am I have never sent out Christmas Cards. It also gives me a built in excuse. If I told someone they are off the list I do not have to buy any cards.
This year I might have some fun with it.