COOL YULE Over on the South Bank, they take a rather different view of family entertainment at this time of year. Cool Yule is described as an antidote to Christmas shows, with the emphasis on cool rather than yule. Baroque ensemble Chalemie perform an 18th-century panto with Jack And The Enchanted Bean (it's even got a hurdygurdy). There are traditional nursery rhymes for little ones in Little Bo Peep, and a fun production of The Princess And The Piper with plenty of singing and dancing. The Purcell Room, South Bank, SE1 (020-7960 4242). Jack And The Enchanted Bean: Thur 1 Jan, 3pm, £10, child £8, Little Bo Peep: 11am, Fri 2 Jan, £6, child £4, The Princess And The Piper, Fri 2 Jan, 3pm, £8, child £6,