The local Whole Foods here in Atlanta does a Thanksgiving meal spread, so I'm sure the one in Orlando does too, and if the website mentioned by a previous poster can deliver it to you, that sounds like a great way to go.
Personally, that sounds more fun than using WDW transportation to get to a restaurant ... I've always considered the 2nd best part of the Thanksgiving meal to be raiding the fridge a few hours later, but restaurants tend to frown on that sort of behaviour. (The best part is whichever family members and friends I'm able to be with that year, but really - leftovers are close to the top of the list!)
Oh, and I grew up in Florida. Winn Dixie hasn't been that nice since the mid 80's - I completely agree with the previous poster that you should skip getting a meal from there.