I think it was in the music book when I was in grade school.

I remember, "Shepherds leave your flocks by night.
             Follow yonder star so bright"
             "Haydum haydum tiddly dum"
             "Haydum Haydum tiddly dum"
There was a second verse about "On your bagpipes doodle gay."
Haydum tiddly dum, presumably mimicing the sound of the bagpipes. So, check out grade school music books.