I am from a different - lovely, family oriented, gift giving etc. - Christmas tradition:
Aren't children in the "Santa-domain"
at (pre-)school taught about the different ways christmas is celebrated all over the world? So that this 'Santa not being literally real' wouldn't come as such a shock? (I've just read about a very sad little girl.)
My DC in kindergarten had English playmates who were visited by Santa, Italian playmates who got presents on the 6th of January, Copts and Russians who followed a different calendar and Muslim mates who got presents at Seker Bayram...