Christmas lights are not made to dim, you need a full on/off relay for them to work right.

I got these on amazon, they work great so far

3 Channel 5A DMX512 Decoder Controller Relay Switch Kit DIY Converter DMX Dimmer Relay With Protective Shell https://www.amazon.com/dp/B0111QOZXE/ref=cm_sw_r_cp_api_glt_fabc_4EHWEYM3XX8SKG0BPDT0?_encoding=UTF8&psc=1

Only downside is no dmx out, so must be end of chain or you need a splitter