I still say trick or treating as one of Jehovah's Witnesses would be great...
One halloween, my very witness brother stopped by (dont think he even knew it was Halloween). I had all the candy out, and the kids were all dressed up, then I asked him "hey, what are you going as a Jehovah's Witness". The look on his face was priceless, and yes if looks could kill I'd be dead and gone.