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Many do. The coffee shops are always a good bet. Almost all of them serve traditional turkey dinners with the fixings. But you might also ask around at Caesars and the nearby resort-casinos as to which restaurants other than the coffee shops will be serving Thanksgiving dinner; it could be easier to make a reservation for a large group at a steakhouse or gourmet room.
Some casinos also put on group feeds in banquet rooms for a set price; this would probably be most convenient for a large group.
Finally, be sure to check the daily papers earlier that week for casinos advertising Thanksgiving dinners.