Just wear in a big coat with inside pockets. Fill yourself up. I do it every year. I usually get by by putting the coat over my arm and they only look to see if I have something under it.
If you are slick you can get movie type food in. But since we are all well fit healthy parents teaching our kids through our actions, 1) we dont eat that kind of food, 2)we wont to teach them how to be sneaky.