Batgrl's comment: I love the idea of a straw Yule goat, which I'd never heard of before.
Wikipedia: Gavle goat
Be sure to read the really long section called Timeline for what happened to the goat each year - which is often hysterical. Sometimes it did escape burning, but the result wasn't always happy:
"1976 Hit by a car
- 1977 N/A
- 1978 Again, the goat was kicked to pieces.
...1987 A heavily fireproofed goat was built. It got burnt down a week before Christmas."