Not always. Sometimes when you are trick or treating people can still kill you. I don't know if its a glitch/bug/lag but i knocked on the door while someone was shooting at me and then they continued to shoot at me when i was receiving candy and I died a couple seconds after I knocked on the door. It seems to act like the normal pk rules: if someone is shooting at you and you enter a non pk building inside, they can still kill you. But for trick or treating, if they are shooting at you and you knock on the door they can still kill you.