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“Happy Thanksgiving from The Sorrentinos,” he captioned a photo of him and Pesce standing in front of their Christmas tree.
In another photo, the couple posed happily with the rest of the MTV star’s family. “A very Sorrentino Thanksgiving,” he wrote.
And of course, the dessert-lover had to show off all of the pies him and his family indulged in.
“Turn up it’s Thanksgiving,” he captioned a photo of himself smiling in front of the decadent display. “Treat thyself #feastmode.”
Pesce also posted a photo of the newylweds, who tied the knot on Nov. 1 in New Jersey.
“Happy Thanksgiving! First holiday as Husband & Wife,” she gushed. “Thankful for all our blessings this year, family, friends & fans! Love you all!”
A rep for Sorrentino previously told PEOPLE that the reality star is “grateful to continue work, celebrate the holidays and his three years sober milestone” before commencing his prison sentence in January.
“He looks forward to completing his sentence and coming home to Lauren, family and friends,” the rep said.
Jersey Shore Family Vacation airs Thursdays (8 p.m. ET)