When the girls were very young, a friend explained to me that Santa has his own wrapping paper. She reminded me that the girls might be too young to notice, but as they grew older, it would become more important.
She said it came to her attention because her nieces commented on the wrapping paper under the tree. There was a package without a tag. One of the girls said, "That's from Santa. All his packages have look like that." The girls opened the package and it was, indeed, from Santa.
She committed that lesson to memory and passed it on to all her friends as they became new parents. She also passed along that Santa doesn't wrap presents in Gap boxes. His boxes are a bit more generic, usually without brand names on the top box.
This year we made sure we had a new roll, just in case Santa needed some extra when he arrived. I put it in a safe spot a few weeks ago. Last night, the brunette twin pulled it out and said, "Hey, Sissy, look at the Frosty wrapping paper."
I couldn't help but laugh. I forgot it was there. I really thought we moved it to a new location, but apparently not. So, today Daddy brought home some new wrapping paper -- just in case Santa needs it.