Yes - We do all of that, and don't see it as lies just a bit of fun.
I was very impressed with my parents when I found out the truth. I thought that they must really love me to have gone to all that trouble to make me believe
I was even more impressed that my big sister, who I never saw eye to eye with kept things going for 3 years after she knew, as i thought she would have taken great pleasure in telling me the truth.
I then had 5 years of making it all seem real for my younger sister, which if possible was even more exciting than believing myself