Enable European to stop female making annual event (9)

'annual event' is the definition.
(halloween matches up with the definition annual event)

'enable european to stop female' is the wordplay.
'enable' becomes 'allow' (I've seen this in another clue).
'european' becomes 'E' (abbreviation e.g. EU).
'to stop' indicates putting letters inside (stopping can mean blocking a gap).
'female' becomes 'hen' (female chicken).
'allow'+'e'='allowe'
'allowe' put within 'hen' is 'HALLOWEEN'.

'making' acts as a link.