Yes, of course you did the right thing by having Thanksgiving with your own peeps.
Look, you shouldn't be more into the R with the EX-in-laws than they are. When X is available, you won't be invited. You are effectively Plan B. As X's GF is better integrated into the family because of time, possibly marriage and children, the events at which Plan A falls through to make room for Plan B will become farther and farther apart. THIS IS OK.
The key is for the EX-in-laws to be your Plan B too. Yes, they can still be important, but you need to give priority to other Rs in your life.
BTW, you are still pretty co-dependent on XH. You never say anything about returning to a co-dep group. Why is that?
On the other hand, this is clear progress:
"I used to think that knowing, understanding, how all this happened would help me either fix it or accept it. It hasn't made a damn bit of difference. "
Linkin Park: http://www.google.com/url?q=http://popup.lala.com/popup/360569479530708290&ei=3oMWS_OyGZC4NeKn-bgG&sa=X&oi=music_play_track&resnum=1&ct=result&cd=2&ved=0CAgQ0wQoADAA&usg=AFQjCNEL9Dh5IVQaMCzagDQeKZT8qibxVw