The video is a mashup of characters from two short films. In 2018, Alexa Hartfield starred in both "Sell Me Me This", directed by Michael Jolls, and "The Bowel Movement", directed by Stevo Nystorm. In "Christmas Cookies", Alexa reprises her role from "Sell Me This Pen" and Stevo Nystorm reprises his role from "The Bowel Movement".
