I think we should go back to some basic principles of our existence as God's creatures in a fallen world here.
God created all things good. There was no death or corruption in God's creation. When man fell, death and corruption (gore, etc.) entered in. The celebration of the macabre is a glorification of the corruptions of the fall.
Why don't we make games out of abortion? How about necrophilia? Cannibalism? These are all examples of the macabre that are rightly repulsive to us. Why try and dip our toes into water that we would never dare to swim in by making games out of less repulsive representations of death?
When I was a teenager, I used to listen to a band called The Misfits. They were all about the macabre, and they did go so far as to celebrate necrophilia, cannibalism, and infanticide. They made an absolute game out of it. And, yes, one of their most popular songs is called Halloween (it even speaks of impaled cats, a subject that has been mentioned on this thread). I would argue that they're just carrying out a Halloween-esque obsession with the macabre to its logical extent.
So, think about what it is that you're desiring to celebrate. Does it accord with what God called good when he finished is creation? Or are you trying to make something fun out of the principle of corruption that entered in after the fall?