You have given the answer to your question by yourself:
I want them to enjoy the anticipation and mystery of Christmas
Christmas is a mystery!
In general: You do not need to have an answer to all of your children's questions. Children gets stronger, if they know mum or dad do not know everything. They learn it is okay to ask new questions, sometimes like in science with no answer yet.
If your child asks you "How does Santa came to me?" You can ask it "What do you think how he does?" So you do not lie, but additional you could look inside your child, its fantasy and imagination. You can learn about subjects that are very important for your child, interests/dreams/wishes it has.
For me it is like that: If you do not have searched at all (really ALL) places in the world, you can not prove there is no Santa Claus. Every time it is more easy to prove something's existence, than its non-existence! And at this line I do not lie, if I tolerate the (less smallest) possibility there is a Santa-Claus-like being somewhere in this big world. I do not pretend to know something about it, can only tell my child "the people say he has a slide" but if it do pretend it is a bathtub... who can prove?
This principle the big cousins (8 and 11) of my child learned last Christmas, because they want to tell my child (4) "there is no Santa Claus". I have talked with them about it in such a way, that they could laugh with me about this "not provable-Santa-Problem". I do not expect the cousins believe in Santa now, but I want them to tolerate believing in something you can not prove.
At the end you do not need to lie, you only have to think about this: can you prove that there is no Santa?
Additional: In Germany, there are three persons who come in the Christmas time: "Sankt Nikolaus1" (Saint Nicholas), the "Christkind" (baby Jesus) and the "Weihnachtsmann" (Santa Claus). Especially Weihnachtsmann and Nikolaus the children merge most of the time. Nikolaus "real" wears a bishops clothes and has a long walking stick, against Weihnachtsmann who wears the red cloak and so on.
In the end every child has its very own image of this mythical creature which brings the presents...
1. Saint Nicholas is also celebrated in Europe (whole country or only part of it): Belgium, France, Luxemburg, Austria, Italy, some Nordic and Central countries, on December 6th, and some others (Central Europe / Russia) on Decembre 19th.