Traditional Latin Mass Kids dress up as Saints on November 1st, All Saints day - a day of holy obligation. I'm pretty sure their parents don't take them out for Halloween the night before as devils. This is the point about the Mexico parade, not all in the Church are fully aware or vigilant enough in their attitudes.
I don't know much about this but isn't the issue with Halloween more what the kid dresses up as instead of whether or not he or she dresses up at all? IE anything satanic or occult should obviously be avoided but a dinosaur or Darth Vader or whatever is fine.