I taught PreK several years ago, and I taught 2 students that were Jehovah's Witness. After discussing with parents what would be appropriate and what would not be, I was able to develop activities for the students to be involved in while the other students were doing holiday-centered activities.

Jehovah's witness students often feel left out because the activities are holiday based. They are not allowed to celebrate holidays because it is considered "bearing witness to a false god". These students should however still get to enjoy games and food. Great days for them would be field day and maybe the 100th school day party. I would implement reading parties and things to that nature that way all the students can bond over academic based celebrations.

Much of the time it comes down to how the parents feel about the celebration or the content relate to the holiday. Because parties for Christmas or Halloween usually have no grades associated with them it is up to you and the parents about keeping the child home, have them be in an agreed location or just letting them be in the party but understand why they can or can not do something.

Ask the parents what they feel comfortable with! If a lesson is very holiday based, maybe send the student on an "errand" for a few minutes but still allow them to participate in the festivities of food and fun. You have to talk to the parents first and discuss what they think is best for their child and try to modify your lessons based on that.

As someone who was raised a Jehovah's Witness, my teachers would speak open and freely about Holidays just as they would when their is someone who spends their times during the Holidays celebrating Hanukkah. However, when activities came into play, another student and I would be moved to a different classroom with students of other grades who also did not participate in these celebratory activities and we would have choices of movies, playing outside, coloring books, and word searches. I did not feel left out, I felt special that I got to play outside.

Discuss with the parents before moving forward with holiday activities.

You could try giving them an independent study project or review work in the media center while holiday parties are happening in the classroom. I have found they often do not come to school on the days when holidays are celebrated.