That is a really good idea, Des.
Even though Halloween is not my favorite holiday and I probably won't be buying them a costume, I will tell you why I think it's a good idea. When we let them out to go at night in our fenced in area, Rudy seems to get "lost" from our sight a lot and if he had that glow in the dark thread on a hoodie, he couldn't "hide" from us anymore.
"Good Luck" with your idea, even though I know you won't need it.