I've been to three MNSSHPs. At all three, i saw quite a few hot, sweaty, red-faced little kids dressed in costumes that were causing them to overheat. Later in the evening, I saw parents hauling around their kids' costumes in their arms - they had to take them off!
It's a really good idea to think about this ahead of time. September especially can be extremely hot and humid, even at night! Good for you, OP, for thinking ahead. I say dress 'em up cute, but cool. And no face paint!