1 - Gotham at night in winter. Snow is falling and while we're in a rougher, more industrial neighbourhood it's still clear that it's Christmas time (the occasional lights, etc). Focus on a seemingly abandoned building - the Joker's current lair.
JOKER (softly, from within): Go away...
2 - On a fireplace near the foot of the bed. Harley's hyenas sleep nearby as the coals burn softly.
JOKER (softly, off-panel): Stop...
3 - On Joker and Harley's bed. Joker sits bolt upright, waking from a nightmare. His eyes are wide, he's sweating. His sudden movement has awoken Harley as well, who looks towards him with a start. Both should be wearing some stereotypical 1950s pyjamas (I may be thinking Animated series vibe here). Perhaps the Joker's nightcap looks like (or is) a Santa hat.
JOKER (yelling): Nooo!
HARLEY: Whatsamatta, Mistah J?
4 - On Joker. He's removed his hat and kneads it in his hands,his face focused and serious.
JOKER (1): Nightmares, Harley.
JOKER (2): Every Christmas I have the same recurring dream where three ghosts just won't leave me alone.
5 - The Joker throws the nightcap away. Harley looks surprised. Maybe fit in the hyenas as well (but not strictly necessary).
JOKER: Worst of all, they keep insisting I mend my ways.
6 - On the fireplace, where the nightcap is catching fire and reigniting the coals.
JOKER: Let me tell you, the whole thing is a real humbug!