There's nothing inherently evil about kids dressing up and walking from house to house begging for candy, nor is saying the words "Trick-or-Treat" worshipping a pagan god. After all, there was a time in history that pine and/or evergreen trees were not used to celebrate the birth of Jesus but were used to keep away ghosts and evil spirits as well as to remind people that the sun god would return with summer.
Try this one. Think about having a group of children or youth meet at church to go trick-or-treating. I know it may sound crazy to some of you but it's no different than having a trunk-or-treat except that the kids get exercise walking around the neighborhood. You can ban gruesome costumes, witches, and vampires and the girls may NOT dress up as sexy cats or anything similar. We will not celebrate death in that way as we believe in eternal life through Christ and we will not celebrate dressing "sexy" as even on Halloween we do not throw our morals out the window. This way you can start with prayer, safely go around the neighborhood, return to the church for snack and end in a short devotion about Halloween being the eve before All Saints, pray again, and depart in peace.
Why? Because this way the kids get the candy (which is all they really want) and you get to have that important conversation about Halloween that they may not hear anywhere else.