Trump, who takes office on Jan. 20, has been interviewing candidates for his Cabinet and other top White House positions. He and Pence have held more than 60 such meetings since the election. He did not announce any new decisions on Thursday.
A spokeswoman said he was spending the evening with family members. "They recognize how precious this kind of time is, and look forward to an evening together to celebrate and count their many blessings," the spokeswoman, Stephanie Grisham, said.
They dined in the Mar-a-Lago club, where the menu included a choice of four chilled seafoods, "Mr. Trump's Wedge Salad," deviled eggs, traditional turkey and stuffing, lamb, beef and sea bass. Among the eight desserts: "Three Layer Trump Chocolate Cake."
Trump announced two picks on Wednesday for his Cabinet—South Carolina Governor Nikki Haley as U.S. ambassador to the United Nations, and wealthy Republican donor and school choice advocate Betsy DeVos to lead the Education Department. Both are subject to Senate confirmation.
Major choices for the Pentagon, State Department and Treasury are still to come.
Trump's State Department deliberations have spurred debate within his inner circle - particularly his consideration of Mitt Romney, the former Massachusetts governor and businessman who ran against Democratic President Barack Obama in the 2012 election.
Romney would be a comforting pick for establishment Republicans. But hardline Trump backers believe he should be disqualified because he called Trump a "fraud" during the Republican nominating race and urged Republicans to stop him from becoming their candidate for the 2016 election.
Kellyanne Conway, Trump's senior adviser, said on Thursday she was on the receiving end of a "deluge of social media & private comms" about the Romney option, noting being "loyal" was a positive attribute for the job.
Trump and Pence were "spending significant time" on the secretary of state pick, spokesman Jason Miller told reporters before the Thanksgiving break.
"They'll be looking for things like chemistry, experience, a similar vision into what the president-elect and vice president elect are trying to do with this administration," Miller said.
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