Though there is still a week until Christmas, “Saturday Night Live” has already seized the opportunity to leave a lump of coal in the stocking of President-elect Donald J. Trump.

In its final episode of 2016, “S.N.L.,” the sketch series and enduring thorn in Mr. Trump’s side, began with a cold open on Saturday that went hard at some sensitive spots for the president-elect: his relationship to President Vladimir V. Putin of Russia, his courtship of Melania Trump, and some of his recent gaffes and cabinet nominations. The show all but dared Mr. Trump to respond on his Twitter account, but he did not immediately do so.

The opening sketch once again featured Alec Baldwin as Mr. Trump and Kate McKinnon as his senior adviser Kellyanne Conway. It began with him revealing that he had chosen Rick Perry, the former governor of Texas, to be secretary of energy after seeing him on “Dancing With the Stars.”