During the territory era and into the early 1990's both top American wrestling companies would hold major events on Thanksgiving night. Both WCW & WWE both held events on this night as both Survivor Series & Starrcade were held on this night. For the first few years both companies would have their Thanksgiving day tradition. Somewhere along the line both events would move from the holiday to different times during the year, but I think something like this could work.
Fact of the matter is wrestling has gone through many periods over the years and they have always been extremely fixed on having a heavy presence on social media. Also since 2014 when the company kicked off with the start of the WWE Network and though it was bumpy at first, but seems to have hit it's stride. The Network has been the greatest thing for the WWE and the fans as it allows the fans to access all PPV for just a small fee rather than charging $60 for all events. However, what I can say that it seems like things are changing in the world of wrestling considering the change of events like "Beast in the East."
With all this being said I do think that if the WWE or another major wrestling could hold an event on Thanksgiving night would work and draw a decent enough crowd. I am aware that most people would say that having an event on Thanksgiving wouldn't be right and that the guys should be off for the night. I would say that Thanksgiving is special but after a certain time most people are free and clear from Turkey Day plans to do as they please. This would open the back half of the day to a wrestling event and with the connivance of the internet this would make things all he more easier.