The trick or treating and parties are just having fun, so if they provide pleasure with a minimum of pain, why not participate in the popular civic festival.
It is up to each person to decide if and how to engage with popular modern day festivals... however... I want people to open their eyes and realize that they are participating in something that in many aspects elevates ideas that insist that there is a spirit that survives death and that there are spirits around that "enjoy causing pain and trouble for others". In many aspects the "dark spirit of Halloween" is about a disassociated aspect of human beings and their subconconsciously supressed potential for violence. Also, it is not taking into account that violent acts are often done by psychotic people who have uncontrolled schizophrenia or severe brain injuries.
As for ancient Epicureans, I would guess that there were some civic events that they participated in and others which they drew the line and said nope, not going to.
I think that the Epicurean philosophy is still in a "rebirth" phase and so we haven't really sorted out these issues.
Also, western civilization is so individualized (as is this forum) that we don't have group practices or alternative celebrations established.
