"Santa's Helpers" is a short story in More & More & More Tales to Give You Goosebumps.
Beth and her brother Spenser are playing a game of checkers and teasing their six-year old sister, Diane. Diane apparently doesn't look like anyone else in the family, and this leads her siblings to constantly tease her, saying things like "You're not really our sister," "You're not even from Earth," etc. Despite all this abuse, Diane still wants to tag along with Beth and Spenser when they trek out to go sledding.
On the way to the hill, Spenser and Beth tell her that Santa Claus doesn't exist. They meet up with a friend who mocks Beth and Spenser's coats. The bright red and green fur coats were on sale, so they've been forced to wear them when playing outdoors. The siblings' mother comes out to collect Diane but tells the older kids they can stay out a little longer.
Beth and Spenser wipe out on their sled and find themselves trapped in a net. Four small men come out of the bushes and hoist them into a sack. These four men are elves who deposit the children at the North Pole. Santa chides the two runaway elves. The kids keep insisting they're not elves, but Santa grows furious and sentences them to work 18-hour shifts for the next five years as punishment for escaping. The kids keep protesting, but Santa points out that they're dressed like elves. Eventually they are given one chance to prove they're not elves.
The other elves escort Beth and Spenser to their house. The elves don't believe that they live there though, so Spenser and Beth knock on the door. Diane answers and when asked by an actual elf if she's Beth's and Spenser's sister, she tells them she isn't and that the two are always very clear that she's not their sister. As the elves drag the two kids back to the North Pole, Diane reminds them to tell Santa she's been good this year.