Santa can either stop time or move at superluminal speed. Without a time control device of your own, you're not going to touch him. Even if you fired a shotgun an inch from his head he could be in Timbuktu before the pellets left the barrel.

Therefore, the two possible options:

Phase 1 - Develop a time device supressor, which reduces Fat Man to ordinary speed whilst within its radius.

Phase 2 - Santa will persume that he can move at such speed that he can enter and exit your house even while you are awake with absolute impunity. This means it doesn't make sense to try tricking him by feigning being in bed; he could have come hours earlier. Better to leave a trap which will work whether you're present or not.

Phase 3 - The trap should probably be a simple tripwire by the fireplace/window/cat flap. Don't be a Bond Villain: simple is all you need. He'll expect to be moving so fast that the trap won't get him, or he might even pass through the tripwire without touching it. Therefore, if you're okay with a kill, rig it up to a shotgun pointed at where he'll be standing (Or if your location is expendable, you could use C4 or antipersonnel mines). He'll walk right into it without realizing he's within the suppression field.

Phase 3 (beta) - To capture him alive, you'll want a cage made of at least cast iron, preferably something stronger, to drop on him. Further, you'll need additional time dilation supressors about the place, because he's a wily one and could very easily subvert one or two of them. Oh, and make sure the floor is reinforced as well, or you might find some elves tunnelled him out.

Phase 4 - You've caught him! Hooray! Now, it's up to you: Interrogate, hold Christmas to ransom, BBQ him, whatever.