Sorry, but I have to show off some knowledge here...
Trick or treating is an example of a British practice, which was taken over to America & developed there before being re-imported.
31st October is Hallowe'en (the evening of All Hallows' Day, or All Saints' Day - a holy day of obligation, for the Catholics among us [hsmile]) which comes on 1st November, followed by All Souls' Day on 2nd November. Children would go from door to door, offering to pray for the souls of the neighbours' lost loved ones, in return for food/cakes - 'soul cakes'. Evolved into trick or treating, then brought back over the Atlantic...
As with so many Christian festivals, there was an existing festival (in this case Samhain, Celtic new year) which was re-branded; this involved bonfires to chase the spirits away (but at some point after 1606, we moved the bonfires to 5th November).
So - while I have some empathy with disliking some of the practices, it seems that the church at least condones the festival itself... so maybe it's about how you celebrate it, rather than whether you do?