I like jgnat's suggestion to remind her the 'jehovah' is not just at the KH. Get her and your daughter out in nature. Do fun things as a family and include others - including non-jw families with young children.
Separation of Powers mentioned my first thought: Maybe try the same princess-themed party with a few classmates or kids in the neighborhood. Keep it very small, like maybe 4 children in total. Let the 'worldly' parents know that is not a birthday party. It's just a 'get-to-know-you' party. Or an end of summer party. Or beginning of school party. I doubt she will get the same 'egg-shell' feeling that she got from the KH.
-Aude.