WTBH,
Try to look at the situation a little differently. You just gained another day with your girls. That was a day he would get with them and now you can go do something with them. Get something in writing from him that he will not be taking them that day, then go enjoy a girls day together. Maybe even respond back to him in that tone, "Great, I have something I was hoping to do with the girls that day!" This throws the psychos more then getting mad or calling them on their crap. Once my councelor helped me to see the skipped visits like this, it helped.
Next, take screen shots of all comments he makes in this tone to you. My attorney loves nothing more than to wave the huge file of screen shots I have of texts and emails in court. The judge seems to really hate when one parent cannot act like a grown up. I got to the point where I told myself, "Yes!" and fist pumped the air, when he sent stuff like this because I just made my case more clear in court.
Yes your kids will be let down for a brief while but they can give their gifts another day when he will want them there and not on the holiday, for the sake of seeing them on the holiday, when he would obviously resent them for being there, and most likely be mean.
Sucks but you just need to start to try to look at things a little differently. How can you make this craziness work for you in your life. Once I start doing this, life got so much better.
Good luck,
4MyBoys