Jenks, whose 40-save effort and record-tying streak of 41 consecutive retired batters provided rare highlights in a mostly disappointing 2007 season, was attending his third holiday party.
"Being able to just hand out hot dogs [to the kids], to see the looks on her faces, it's worth it just for that. Just going in there and getting a chance to hang out for a little while is a lot of fun," said Jenks, who brought his pregnant wife, Adele Jenks, and their two toddlers.
Thome, who in September reached 500 career home runs, has little trouble getting into the holiday spirit. He, too, has kids -- including his first son, Landon, born to wife Andrea Thome on Nov. 16.
"Holidays make you understand ... what your kids mean to you," Thome said. "My daughter [Lila], probably this year, is more into Christmas than she ever has been. It helps you re-live your childhood years."
Jenks and Thome were creating new fans and nurturing those already riding the Sox bandwagon, including 13-year-old Caitlyn Hickey, a member of the nearby Valentine Club in the Bridgeport neighborhood just west of the ballpark.
Hickey recalled celebrating the Sox World Series victory in 2005 by watching her family set off fireworks; she expects another championship come October.
"They're going to win," Hickey said as Jenks, her favorite player, walked by with a tray of hot dogs.
Jenks trusts that general manager Ken Williams, who added shortsop Orlando Cabrera and reliever Scott Linebrink but missed on outfielder Torii Hunter, is working on it.
"There's still things we can do," Jenks said. "Whether it's ... trading some of our younger guys to get someone like [Pittsburgh's] Jason Bay -- I heard that rumor -- those possibilities are still there."
Jenks and Thome, at this time of year, do not worry too much about the state of the Sox -- other than keeping themselves ready. Both live in Illinois in the offseason, which has its pluses and minuses.
"Being out here keeps me in check," said Jenks, who had occasional scrapes with immaturity before coming to the Sox. "Knowing I can't go out there and do something crazy without it being in the paper, or the fans seeing how big of a jackass I could be. In that respect, it really makes me understand what I'm doing and why I am here."
To help keep his back healthy, Thome strives to keep his weight in check -- not always easy in wintry weather.
"That's a battle," Thome said. "That, and just making sure you eat right and do the things you do so you're ready to go once Day 1 hits."
Spring Training, Jenks said, will set the tone for a rebound.
"What we saw last year wasn't what we've seen from this team in the past," said Jenks, a rookie in '05. "What happened last year was a wake-up call. Let's get back to business."
Regardless of the team's won-lost record, the holiday party was a hit with Sarah Bank, one of the adult supervisors.
"This is awesome," said Bank, of the Daniel A. Cotter Club on the city's North Side. "Being in the club gives kids a chance to be part of something like this."
"Speaking for Bobby as well, we're fortunate to be staying here in the offseason and to be involved with the kids," Thome said.
David Brown is a correspondent for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.