I'm with you, OP, and we did not celebrate Halloween with my children. It was a struggle at times, but I think if you have experience of some of the things linked with Halloween then it's natural to not want to celebrate it.
There are two aspects which are attractive to children, the dressing-up and the sweets.
To deal with the sweets, on Halloween I used to do was take my children to the expensive sweet shop after school and tell them they could choose anything they wanted, to an unlimited amount. This was an expensive business, normally set me back around £20+ and most of the sweets didn't get eaten in the end. But it was worth it because the children at least felt like they were not missing out on sweets, and I think it paints a picture of God's overflowing generosity to us because for that day they could ask for more and more without limit, and they came away feeling like they'd got more than they could ever need.
The dressing-up part was harder, especially as one of my DCs loved dressing up. For this I mainly used distraction and avoidance, e.g. watch a movie, avoid going anywhere that there will be trick or treaters, and if you live in an area where people knock on doors then you'd want to go out for the evening somewhere. Most of the places which are normally busy will be more quiet as others are doing halloween, so for example a soft-play/trampoline centre or ice-rink will be virtually empty compared with other times.
Looking back, I wonder whether I might have navigated it differently: maybe I could have let them dress up as something non-halloween like spiderman or a princess, and done some door-knocking to give gifts rather than ask for sweets, or maybe have gone door-knocking in costume, taken the sweets but then given out some Christian/bible halloween tracts (you can buy little halloween cartoon leaflet things). But my children are older now, so they don't care any more. I will be interested to see what they do for their own children when the time comes.