Answering as a JW:
Question: Did you enjoy your Thanksgiving?
Me: I enjoyed the break from work and time spent with family and friends.
Question: Do you do Thanksgiving?
Me: Well, not specifically. I give thanks all the time but getting together with family for a large meal is a wonderful thing. Enjoy your gathering.
So basically, I answered without making them think I was in a weird cult.
Nowadays, any questions about my past- I answer to let them realize that I was in a weird cult.
Question: Do JW's do Thanksgiving?
Me: That's a hard question to answer. Some will use the time to gather with family, some will do the large meal. Many avoid it like the plague but would be hard pressed to explain what's wrong with Thanksgiving. Most will do the meal that weekend after the holiday when turkey is on sale, but won't ever use the word "Thanksgiving." Basically, JW's are disgusted with anything that normal people do and will find fault with it and be judgemental. Their typical thought on Thanksgiving would be that it is a time of overindulgence in food and alcohol and the start of the greedy shopping season.