It sounds as if you are working yourself up over his possible bad behavior IF he decides to show up at your family's home for Thanksgiving. Although they may not know all the details of the breakup, if he comes in a makes a fool of himself or becomes violent in anyway, pick up the phone and dial 9-1-1. He will be escorted from the premises by law officers.
Do you have any fear that he will become physically violent towards you? He is already harassing you via email and phone calls. You have the proof of this. Restraining orders can work wonders to get someone like this to back off.
I'm not sure of the past history of your relationship. Did he cause scenes in public? Did he get drunk and disorderly? Did he threaten you?
I can only assume that you are working yourself up over a "what if" rather than a "what is." If you have what you consider a sound basis to feel you need protection from this man, by all means get it. His crummy behavior is NOT a reflection on you nor should it make you appear less in the eyes of your own family.