Odd. I just walked into my Mog House after going to all three countries and giving crap out.
Ok it went like this, started off in home country Sandy, brought lots of smiles to the point the guy said "The children love! Even I think you're great!"
So I teleported to Windy, did the same thing for the kids and got the same message.
Teleported to Bastok, rinsed and repeated, got same message.
Got back home, talk to the guy again and he said "You have the children bursting with glee! Stupendous job!"
I started running to my Mog House in Port San'Doria and gave the last 7 fireworks I had away to some random NPC kids.
Walked into Mog House to deposit my santa gear and my Moogle says:
"Master! I have something to tell you, kupo! Look what I found underneath the Windurstian holiday tree this morning, kupo! It has been wrapped and everything! I wonder who it could be from, kupo!"
Obtained: Special present.
I opened it, got a cool little Santa Claus firework and checked my inventory for anything else special. Dream Hat +1 obtained.
Edit: Just wanted to point out that I had been in my Mog House about 30 min earlier, so it wasn't like I hadn't been there all day and the present was waiting for me.