If you are referring to the movie Elf made in 2003, then the correct spelling is "Cotton Headed Ninny Mugger." I is basically an Elf that is bad at making toys or other elf qualities "I can't make...
Hard headed is a term used to signify a person who takes a lot of explanation and persuasion to make him understand something. It is also a term used to signify someone who is very stubborn.