I haven’t seen a picture of a person dressed as Santa Claus wearing tefillin, nor do I care to. I think it’s in poor taste, but not assur. I have seen a picture of a trail of sibling children from Me’ah She’arim on Purim all dressed as Santa, walking down the main street in that neighborhood. I found that amusing, but also not assur. I am sure they had no clue what they were wearing.
To me it is obvious that hair/dressing/talking like goyim is a dynamic issur that changes its nature and scope depending on time, place and cultural norms and expectations. In my opinion, one has to have real intent to “be like a goy and not like a Jew” in order to transgress. The Chochmas Adam emphasizes the intent here and not a specific action. The principle of the Chochmas Adam applies, but the details have changed. Again I maintain that nowadays one must try very hard to violate this commandment, and this would be quite rare. A nose ring,therefore ,is muttar.
I know more than a few women with nose rings who are married. It’s really not an issue beyond personal taste.