Its almost unbelievable that grown men would act in such a way. I agree that you really should press charges. If it was a group of teenagers who made restitution (replacing poor Frosty and washing your house, car and maybe mowing your lawn for the next year) I'd be willing to forgive and forget. However, your talking about a group of 3 men who know better. They really need to be taught a lesson.
I think the comparisons to the KKK are a bit much. The burning crosses on lawns was a signal to the person that if they didn't move, they would be killed. And, given the KKKs history of lynching folks (at least in the South), that threat was one that could be taken seriously. I think the situation is a bit different here. Was it religiously motivated? Sure and that sort of action should not be tolerated and needs to be punished. The hate crime statues are pretty broad, but vandalism and trespassing are probably sufficient enough to make the point that this is unacceptable behavior.
I also think the idea of going to the local papers and TV station is a good one.