This puzzle is part of the Puzzling Stack Exchange Advent Calendar 2023. The accepted answer to this question will be awarded a bounty worth 50 reputation.
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A Connect Wall is a set of sixteen words/proper nouns/phrases which can be broken into four groups of four related items. In this holiday-themed Connect Wall, the four categories can be combined to create my favorite Christmas carol, which is the answer to this puzzle.
| BALANCE | CAGE | FROST | GOOD |
| HORN | KOB | MANNING | MASON |
| MILLS | MIST | OVERS | RANCHER |
| ROGER | SPARKS | SWILLING | THRESH |