Sandy Butler is serving Thanksgiving dinner. Would be a good choice. We discussed it here a few weeks ago.
Bayfront Bistro is very nice. If they are open on Thanksgiving. They have a good website so it should be easy to check. I wrote a very good review of it here and on Trip Advisor. It is a most welcome change to the beach.
Here's a link to my review last spring on the Bayfront Bistro: