Unfortunately, I can't give you specific advice, just build up the skill and use X-Ray from the inventory. And yes, the choice at the beginning only affects the appearance of Krampus and what kind of scene you will see if she catches you. But by choosing "Yes" at the beginning, you can unlock the secret ending, which does not have any special meaning. This update contains only 3 new scenes: 2 in XXXMAS Special, 1 in Arcade mode.