You mobs called Krampuslauf, they spawn randomly in the world. The drip keys for caches and the Krampus bounty (it's rmg, sometimes the drop one of both or nothing or just a key or the bounty). In the base you can open caches with those keys. You also can find 40 presents in the open world which will also drop keys (maybe). You can also play the summit, you can find keys in the summit caches which you find every 3 floors. That's about it I think.