All sources, including from Pee-wee himself, indicate that the title is Pee-wee's Playhouse Christmas Special. This is also the title that appears onscreen during the opening. I can find no source for the title Christmas at Pee-wee's Playhouse, to which it was changed in May, 2020. Unless someone can provide a source for the current title, it appears that it should be reverted to the previous title verifiable by several sources.