I'm compelled to reply to your post because you strike me as a nice person who might be just a tad naive, except for your well placed "WTF?" :-)
Your fear over criminals having your phone number is pretty much unfounded. Most often these crooks use autodialers that can reach hundreds of numbers a minute, totally at random. Yours was probably just in the mix that time. Calling back an unknown number (I don't believe you did) is a sure way to get your number on the DO CALL list that scammers rely on. The calls will most likely stop after a while if you continue to ignore them.
As for scammers working during the holidays, they're probably in India or Pakistan, but regardless of where they are, they are "scamming criminals." The very term implies no respect for anything or anyone's holidays or anyone at all other than maybe fellow crooks. Happy holidays, and keep phone safe.