In my Waldorf second grade class (I only had them from January of first grade through the end of second grade) I did Halloween. Each teacher did what they wanted for those more "mainstream" holidays. We made paper bag owls, carved a pumpkin, bobbed for apples, etc. The children were delighted with this break and they were little enough I knew we'd get no work done on Halloween anyway. Their parents loved the "best of both worlds" aspect of activities they remembered from their public school days mixed in with all these festivals that are wonderful, but unfamiliar.
No one had it together to do much for Michaelmas - too early in the school year! We had a little assembly. I haven't been there for a few years now and of course every school is a bit different.
We tried many lantern walk approaches. Eventually each class, or only two classes together, met for a lantern walk and the St Martin story. Having the whole school together was fun in its own way but detracted from the quiet nature of the celebration.
Advent garden was for kindergarten through third grade, though again, only one or two classes attended at a time. Parents and teachers put on the Shepherd's play two evenings near Christmas.
There was a huge holiday fair before Christmas and that was lots of fun.
Big May Day celebrations too- a fair type atmosphere with crafts and games and the maypole.
All this reminiscing makes me want to move to a Waldorf community again, and we only just started homeschooling!