We’re in a brilliant blue room, little fluffy clouds dangling from the ceiling, while a rainbow-haired Edoc coaxes us into inventing fairies under the beady eye of a mammoth Mr Potatohead.

No, this is not a festive cheese dream. This is the Emaginarium, just one of the pods of bonkers (in a good way) that is the Kingdom of the Elves.

We’re at Bluestone – a national park resort in Pembrokeshire – where Christmas is well and truly jingling. Kingdom of the Elves is part and parcel of it: an interactive theatrical session which invites little helpers to become Elite Elves – with the badges to prove it. Our five-year-old elf Amber looks bewildered at first by the series of glittery grottoes, but is soon dancing, hunting for pressies, enjoying a sleigh ride to the stars and having her Elf Self measured on the Believe-ometer.

Meanwhile, the distinctly less elfin parents and grandparents (with rosy red cheeks and noses, just to make sure we’re joining in) are fired up by this festive frenzy… although our memories were officially wiped by the Alpha Elf at the end, so you’ll have to take your own little pixies along to unlock the secret.

November can be brutal, but no break will make you feel more Christmassy than Bluestone.

This five-star free-range resort is a rare Welsh treasure, with its lodges and cottages dotted amid an impossibly beautiful bowl of coastal Wales. It’s peaceful, not least because it’s car-free.

You share 500 acres, sculpted by forests of spruce and a lake, and get about on an electric golf buggy once you’ve dropped off your stuff. The Scandi-chic lodges, many of which are upside-down style with windows to scoop up the views, are sumptuously comfortable (surprisingly, breaks out of season are a snip, from just £8 per person per night during winter).

The winding lanes of accommodation swirl out from a small cluster of cottages named after wildlife, which makes for a cute village centre, with adventure playground of course (this is all about free-range kids, after all). Here you’ll find the restaurant for those hearty Welsh breakfasts, high-end buffet dinners (consistently delicious) and fireside singalongs, as well as The Well Spa. This is a real gem, with its salt room, marine steam, herbal aroma chamber, sauna, ice pod and outdoor jacuzzi (if you’re feeling brave). I snuck in for a hot stone massage (brand junkies: treatments are heaven, with Decleor, Espa and Jessica products layered on lavishly). If you know a frazzled wife or mate who needs a treat (and who doesn’t?), book them in for a Christmas or New Year spa break and watch those brownie points roll in.

But, yes, Christmas is really all about the kids, and this is where you will genuinely feel childlike glee. Bluestone is not some commercial hellhole of noise, but activities such as Christmas messy play, daily advent calendar, lantern-making, Santa storytime, a Children’s Christmas Eve Party at Wild Wood Café and the Winter Wonderland Fair (hook-a-duck, merry-go-round and hall of mirrors) should warm your cockles.

If you can escape to Bluestone for Christmas itself (an idea which strikes me as bliss, now I think about it), Christmas Eve is full of free fun including live music from the Bluestone Band, carol singing, family quiz, children’s play time and a Santa parade. With free entry to Blue Lagoon Water Park (fabulous fun – and it’s open Christmas Day!) and The Adventure Centre throughout the stay, how does that compare to sitting, stuffed, in front of mountains of plastic and The Great Escape?

The Adventure Centre is the hub of all things kid-shaped. We lost count of the hours we stole supping hot chocolate and ale while the offspring pitted themselves against the soft play city, whizzing down spiral slides, going chock-a-bloc in the Lego zone, crazy golf and even learning trapeze skills. The treetop cafe (look out for visits from Shelby the snail) is full of blissed-out families enjoying the food (very reasonable).

The whole adventure centre is undercover which is just as well: while we were there, outside there was hail, glorious sunshine and sideways rain slapping against one glass wall, all at the same time. If you’re happy bracing the elements, you’ll find your poison in the Tournament Fields and beyond with Woodland Warrior, 4x4 safari driver, cross bow, catapult and assault course to mention but a few.

Several activities are designed to make the most of the national park setting – such as Beast Hunt where a woodland ranger will help tots search out wrigglies. I’ve always wanted to go to Pembrokeshire since I heard Cerys Matthews talk about its magical skies on Radio Six. These skies do not disappoint. At any given moment, the skies shift to reveal another trick. One minute there’s a giant slate lid on top of the horizon. The next, the clouds conjure themselves away to reveal an azure forever, backlit by gold, with fingers of indigo and violet pointing to heaven.

Even in the biting cold, Bluestone is where you’ll see stars and come away with magical memories.

Bluestone Wales, The Grange, Canaston Wood, Narberth, Pembrokeshire SA67 8DE.
* Kingdom of the Elves experience (£15) is free with some winter breaks (code = FREELF).
* Kingdom of the Elves festive breaks from £130. January spa breaks from £185.
* Winter breaks start at £8 per person, per night.
Visit bluestonewales.com or call 01834 862 400 or 08000224520