If they ask for something I am not planning to get them, I just tell them that Santa will decide what toys he thinks are best for them, and they don't always get everything they ask for because Santa has lots and lots of kids to give gifts to, so he has to divide presents among everyone. My kids are always so thrilled with their gifts that I don't think they even notice if they happened to not get something they asked for a month earlier.
I actually think that ghost projector thing sounds fun, but not sure what age range its targeted for. I'd probably have fun playing it, lol.