According to this article on the physics of Santa Claus, he would at the very least need a wind cap of some sort if he does indeed smoke a pipe while traveling in his sleigh. He obviously has access to technology that defies our understanding of physics as per their calculations, in order to reach all households of the good children in one night, he has to travel at around 3000 times the speed of sound; carry a payload of at least, roughly, 350,000 tons, contend with extreme G-forces, and overcome the heat from atmospheric friction. Some however theorize that if Santa does actually have faster-than-light propulsion, that time would thereby run backwards and allow him more time to visit each household, and if he has FTL propulsion, he would inevitably have some sort of force-field type shielding to protect against atmospheric friction, anti-gravity plating on the sleight to alleviate the weight of his payload as well as allay G-forces, which conditions would make a situation more amenable to pipe smoking at his discretion
The Physics of Santa - https://www.daclarke.org/Humour/santa.html