The idea is to hang them on the mantle and people can choose to write down little things they are thankful for on the back. Over the top cheesefest? Maybe. We have a tradition that we go around the table and share something we're grateful for before we start eating, so it isn't completely unexpected for us. They'll be decorative even if they are left blank.
Here is the file I used, if you'd like it. I didn't draw the leaves myself, so don't get impressed with my art skills. They are traced and slightly modified from a coloring book page (found here).
More quick paper projects:
Punched out paper napkin rings (Thanksgiving 2009)
Super simple printed paper napkin rings (Thanksgiving 2010)