We did the Captain's Grille for Thanksgiving (or was it Christmas) when it was still the Yacht Club Galley a few years ago. It was not the same menu that they normally have, but was a buffet instead. We had an early seating, around 11:30 or 12 and had a very good meal. But we heard that as the day progressed they ran out of food on the buffet, so they were severely limiting people on what they could take off the buffet and some items were gone.
Find out if it is a buffet or from the menu (we had a very poor meal there in June) for Thanksgiving. If it is a buffet, I suggest that you get an earlier seating in the day.