Yes, I distinctly remember the lyrics in one with a line "Jack Frost ripping of your nose" but the quick Google just gave me Misheard lyrics....

There was one "Walking through the graveyard at midnight" ("stitching up some zombies" ?) or something, with a necromancer collecting zombie parts. To the tune of "walking in a winter wonderland".

Not what I was looking for, but I found these: https://www.youtube.com/playlist?list=PLJtJNNXaEYrrZP99qBx-k...

From this guy's page: https://www.paperspencils.com/category/my-projects/dd-christ...

Ah! I think I found the ones that I was thinking of:

https://archive.org/stream/netbookofbardsongs/BardSongsNetBo...

Nothing about Jack Frost or "ripping", unfortunately.