"They're so excited about it, and that makes my heart," the Kevin — who's dad to the Jonas Brothers — tells PEOPLE exclusively about his debut Christmas EP

"It was a memory that I didn't even know was there until I was in this therapy session," the actor and director said

"Most of his charity, no one ever sees or hears about," Winfrey said of longtime friend Perry

Perry revealed that his "earliest memory" was as a toddler, "being very young [and visiting] jail, with my mother and my sisters behind bars"