Maybe some Sevier county folks could tell you more but I will tell you what I know. There is a Honey Baked ham store I think in the Tanger outlet in Pigeon Forge and you could call them they may have some things like that.
You can call Bennett's BBQ in Pigeon Forge and they will do a whole turkey cooked for you to pick up including sides. They also have a Thanksgiving buffet on Thanksgiving day. They would probably do a cake if you asked.
Several other places serve big Thanksgiving day dinners around there where it is all cooked for including Ober Gatlinburg. Another place to check would be a newer place called Mama's Farmhouse they did a Thanksgiving thing last year and you can make reservations for it. I have ate there it is a lot of food and they keep bringing it. Another place you might call is the "Apple Barn" in Pigeon Forge I don't know if they do Thanksgiving stuff but I would suspect they do.