Rav Pam,xt”l, and I think also Rav Yaakov Kamenetzky, zt”l, gave candy out on October 31st. They, of course, did the right thing and had the right attitude.
When people ask me, I say that for religious reasons, I don’t celebrate it, but that we happily give candy to the children who come by. We turn off our lights, leave a bowl of candy outside, and let whoever wants to take, take. There’s nothing in halacha against being a good neighbor and a pleasant person.