Once, our high school class made a joke and put our belts on our hats and sang and danced for Thanksgiving. The mashgiach came in to tell us we were going straight to gehennom for avodah zorah. He shook his head sadly at me, “Your grandparents and great-grandparents (whom he knew personally) are rolling in their grave”.
My grandparents came to the USA from Europe. They were from Rabbonus and pretty much everyone who wasn’t a rov in that side of the family was also a massive talmid chacham and lamdim. They celebrated Thanksgiving and so did most of their siblings that lived in America.
If someone wants to tell me that it’s assur, I would really like to see the source.