Truffle's Christmas by Anna Currey, would definitely be on my short list.
All the young mice write letters to Santa but little Truffle simply cannot decide what to ask for. He would like a hula hoop but he knows they all need a new blanket to keep out the cold. Finally Truffle settles on the hula hoop and he throws the blanket letter away.
Here is the envelop from Truffle's letter
SANTER KLORS, NORF POL
On Christmas Eve it is especially cold and Truffle is pushed right to the edge - he simply cannot sleep so he decides to sit up and explain to Santa himself that he has changed his mind - they really do need a new blanket. He waits in the mousehole, then he decides to venture out into the snow. He takes an apple core, a bread crust and half a peanut as a night time picnic. He eats each of these treats very very slowly but still Santa does not arrive. Truffle feels tired and alone and eventually he falls asleep as it starts to snow. He does not notice a fox, owl and tabby cat have been watching him and are all set to pounce. The tension on this page is wonderful because just as they all jump the sleigh arrives. Truffle wakes up tries to explain to Santa about the blanket and hula hoop dilemma. When they arrive back at the mousehole Santa finds a tiny but important piece of crumpled paper.
There are two reasons why I think this book tugs at my heart. I have a strong sense of needs versus wants. This mouse family need a blanket. Secondly many many years ago I saw a movie about a poor child who is living in an orphanage and magically on Christmas eve someone picks her up still sleeping and takes her to a new home, family, food and the most beautiful bedroom. I think it might have been a Shirley Temple movie. This book reminded me of that experience.
Here is a video of the book. Make sure you look for Truffle's Christmas - it is a magical Christmas story for the whole family.