If you aren't a big cook yourself, take time anyway to look up how common Thanksgiving foods at your house are made. Some of the most common Thanksgiving foods that most people use milk in are mashed potatoes, pumpkin pie, and rolls. But many other things have milk products in them. Be suspicious of dips and spreads, desserts other than fruit pies and cookies (especially watch out for chocolate cakes and anything that resembles pudding), and any kind of casserole. Pre-meal mingling is a great time to say things like "Aunt Julia, that kumquat quinoa casserole looks delicious! How did you make it?" without any pressure to actually take some at that time.
- Offer to make them yourself: this year I'll be making the pumpkin pies and bringing the veggie tray. I'll use lactose-free milk to make both the pies and the ranch dressing dip so I can enjoy them as much as everyone else. Last year I made rolls too, but my husband's family prefers the storebought ones they tradtionally have at their home. Even my hand-kneaded efforts couldn't trump years of history!
- Buy lactose-free milk for the hostess: my MIL is kind enough to just buy a half gallon of lactose-free milk of her own accord for use in the mashed potatoes and some chocolate cake/pie things she makes, but if she weren't the type to think of it herself, I'd offer to buy a half-gallon for her. Doing that makes sure your dietary restrictions don't result in added cost and inconvenience for your hostess.
- Bring your own: if someone else is bringing the veggie tray, for example, you could bring your own small container of ranch dip. Or a single portion of mashed potatoes, or bake yourself a pie and bring just two slices if there will already be ample pie provided by someone else. This would probably be my last resort, as in many cases it would be very easy for this to come off as tacky and/or rude (this would work better in a situation where you go through buffet tables to get your food than one where everyone is sitting around the table passing things. If everyone goes through a line then disperses to eat, probably no one would notice you disappear into the kitchen to get your own special food.)
- Avoidance: If there are enough delicious lactose-free options, just eat them instead. You could eat your heart's content of turkey, corn, beans, cranberry sauce, apple pie, etc without having to worry one bit!
- Nibbles & Pills: My other strategy on Thanksgiving is to take a few Lactaid supplements and then take just a very small scoop of things that look tasty, but suspiciously milky or cheesy. Judge your own tolerance the best you can, and keep in mind your obligations for the next day before choosing quantities. Personally, even with lactaid supplements, I still can't have a scoop of ice cream, or a big dollop of normal ranch dressing. But I can have a little bit of a cheesy broccoli rice casserole and all the rolls I want!