If you’re wanting to nativity set which can be played with, one good way to get one is to make one together.
Peg dolls make simple people to which you can add as much or as little a you choose.
I usually opt to leave faces blank or just draw on eyes with a Sharpie but no other face features so the people can be shocked, angry, sad, and happy in the story.
Here’s a simple guide to using liquid water colour paints to create a nativity set like this one.
This is one of the activities in the GodVenture Advent Party Pack – see more here