The FUNdamentals of Magic w/ Princess Celestia, on YouTube
IMDb; Wikia; YouTube

A series of five shorts (around 2 minutes each) in which Princess Celestia teaches a class about magic. It's kind of cute, but not particularly informative or amusing. Hardly must-see stuff, but given how short the runtime is, it's worth watching. The first episode was originally released in September 2017; the rest of the series was released throughout March 2018. (But I didn't see any of the series until March 2020.)

Best Gift Ever, on YouTube
Wikia; Wikipedia

In October 2018, there was a TV Christmas Special (or technically, a Hearth's Warming Eve special) called Best Gift Ever. Later, on December 11, three shorts related to the special were released on YouTube, though I didn't see them until December 2019.

Triple Pony Dare Ya: Rainbow Dash and Applejack engage in a series of dares they make against each other, which are all basically impossible for them. It's fairly amusing, but while it's set during winter, it doesn't really seem to be related to the special.

The Great Escape Room: Pinkie Pie sets up an escape room in Applejack's barn, as a fun Hearth's Warming Eve activity for her friends and herself, but she's the only one having fun. (Note: the ponies had previously done an escape room in the season 7 episode "All Bottled Up.")

Mystery Voice: Rarity is trying to teach her class at Friendship School to make dolls for Hearth's Warming Eve, but shet's constantly interrupted by unfamiliar voices making announcements over the PA system. Finally she goes to put a stop to it, and is joined by Rainbow Dash and Fluttershy, who are similarly annoyed. I don't want to say how it ends, but there is a neat little twist, which ultimately gives Rarity a good idea....

There are some other random webisode shorts I'll have to watch sooner or later....