I know many JW's that, well, perhaps don't celebrate, but participate.
When I was believing, I was able to justify sharing in the celebration with worldly family. I know many other JW's that would too. Other JW's that didn't celebrate with worldly family I know who would have pretty much everything that a typical Thanksgiving dinner would be. I have seen where often employers will give employees gift certificates for turkey, and many JW's take adavantage just like everyone else.
In fact, today I went to my worldly families for Thanksgiving. My wife and JW daughter with husband joined us. They are very much still in. We have done this for years. As long as we didn't skip out on the meeting our conscience could handle it.