As the scene goes, X and Zero had been captured by the Nightmare Police. To relish the doom and agony of the people, Vajurilla FF decides to do a public execution of the heroes on Christmas day. The heroes were crucified with drill arms aimed at the top of their heads. Just as the drills were about to strike down, a massive explosion erupted. Vajurilla FF assumed it was caused by the drill's impact and that the murdering deed had be done, causing him to make his how iconic euphoric expression to the public:
Which basically translate to a very elongated and crazy scream of "Merry Christmas".