A great Catholic Tradition is the Altar of Remembrance. For the month of November Catholic set aside a space in their homes or church. By simply placing a few Catholic items on a table like a Cross or a statue of the Blessed Virgin Mary alongside photos of family members who have died. This is a great moment for Catholics to pray for those who have died.
There are many people each Halloween who want to dress up like a hero and so every year you see Super Man Costumes, Batman Costumes, etc. Why not encourage children to dress up as spiritual hero - a saint. There are many Saints who would make awesome costumes for example St. Michael the Archangel or St. George. With some time, research, and creativity I am sure that you could come up with a great costume and learn more about our Catholic heritage at the same time.
If you want to be really adventurous think about hosting an All Saints party. Remember that All Saints day is the more important day all Halloween is the Holy (hallowed) evening before the Holy day.