Yes, please please please do yourself the favor of not bothering with her. She's already tried to get rid of you and maybe you'll win her over short-term but more than likely even if you start dating someone will find out and the other cult members will turn up the pressure on her to drop you. It will be constant and unless she doesn't believe in the cult or is willing to live without contact with her family ever again, she will most likely submit to the pressure.
I don't believe the nonsense that there's one person out there for everyone. You can find another girl that will be just as compatible and you'll feel just as strongly about that won't be in a cult. Just move on. I absolutely promise you that your life will be better if you do. There is no doubt in my mind.
I want to tell you to call on thanksgiving, because that'll likely make her pull away more which would be in your best interests. You have the right to decide for yourself, so I'll just say she'll probably not appreciate the call. Even if you don't mention thanksgiving, the correlation will probably be obvious and will only serve to remind her that you're not a cultist and she is, and she's strongly discouraged from having any dealings with you (romantic or otherwise) because you are "worldly" and "bad association." To her and her family and other cultists you are going to be viewed as an instrument of Satan, trying to draw her away from god. Reminding her of that is unlikely to help you with her.