Even earlier, some Moslem Turks at a Spanish POW camp in South Carolina celebrated a similar 'thansgiving' called Ramadan, and Serbo-Croatian POWs celebrated a variety of Eastern Saint's Days, etc. at the same POW camp. They are the people who gave rise to the idea in Europe that you could find Serbo-Croatians all up and down the American coast and they lived with the Indians and would do translation.
Joseph Smith was selected as Governor for Jamestown colony precisely because he'd fought in the wars against the Turks, became a POW, and learned Serbian or Turkish himself.
The pilgrims were latecomers but quite possibly the FIRST legal arrivees at the Protestant Reserve King Philippe carved out of his vast Spanish holdings in North America. See what he was up to by reading all the codicils in the Treaty of London, 1604, which he, not the Brits, cramed down everybody else's throat!
Now I've heard an AWFUL lot of claims about Smith's exploits; but THIS is a new one on me!
All of this, and more, is to be found in The Jesuit Relations