Assume that Santa Clause gives out Coal to more than just children for being naughty. Also assume that the amount given is proportional (in some way) to the amount of naughtiness one can do legally. How naughty does one have to be to heat an average house in a mildly climate region?
Let's assume from this that the average square footage of a home is 2,500 feet. We'll be a little relaxed for the sake of calculations and increase the average by a tad.
In order to raise a 50x50x10 house's temperature from an average winter temperature of 30 degrees Fahrenheit (-1 degree Celsius) to 70 degrees Fahrenheit (21 degrees Celsius) which is a comfortable room temperature, you need 72,000 BTU/hour or 21,101 watt.
With hard coal (anthracite) at 13,000 Btu/lb, that comes out to requiring 5.5 pounds of coal, which would require exactly 5.5 NTU (Naughty Thermal Units). Please see Santa for the NTU chart.
I have no numbers, but buying the rights to an anti-parasitic drug with no currently existing generic equivalent, and then raising the price from \$13.50 to \$750 ought to be enough. If not, you can always print out the scathing social media reviews of your actions and use them to make a giant bonfire.
Although, given that prisons are generally obliged to maintain acceptable living temperatures for their inmates, you could always just get arrested for securities fraud instead.
Oh, no you don't. First you say "amount given is proportional (in some way)", but don't give the Naughtiness Conversion Coefficient. Then you ask for what is essentially a numeric answer, despite the fact that you have also not specified house size or insulation values. Your question is extremely naughty in itself.