The Maharik, in his famous teshuva (#88) forbids Jews from doing things purely for the sake of imitating idolaters.
He permits Jewish doctors wearing academic dress in the teshuva. There is nothing inherently pertaining to non-Jewish religious practices in the observance of Halloween or Thanksgiving. The Beit Yosef there (178) says (d.h. ve chen) that chukot hagoyyim applies in two cases: one is if there is no revealed reason for it, like ‘Chok’ connotes. Since he does a strange matter without a reason, it looks like he is drawn after Nochrim and admits to them (their creed). The other is due to tzeniut.
A person does not have a BBQ on the 4th of a turkey dinner on Thanksgiving to imitate goyishe religions. He does it to be an honorable, patriotic American, out of love for his country.