@Mk4, I can't agree more.
This, from a US citizen who spent five years in various GCC states, much of that time, with my wife happily in tow.
Act and feel like you belong, be accepted as belonging. Act and feel like you're special and an outsider, be embraced by one and all as that outsider. Just realize, the latter has the cost of not being allowed to play with the locals kids. ;)
I've actually played Santa in Arabian homes. The downside, it was 28 degrees C outside and that Santa suit was a bit... Warm.
Still, smiling kids and all. :)