LUKE: You don’t seem your chipper self.
LORELAI: I brought some sparklers. I’ll light them later and do some kicks.
Sparklers are small hand-held fireworks that give off bright coloured flames and sparks. They are especially popular with children, and are responsible for 16% of firework injuries in the US, and 57% of firework injuries in children.
Lorelai saying she’ll be doing some kicks while she holds sparklers sounds like a reference to The Rockettes, a precision dance company founded in 1925, and since 1932, based at Radio City Music Hall in New York City. They are famous for their high kicks, and especially known for both their Christmas show, and annual performance at the Macy’s Thanksgiving Day Parade.
Luke immediately picks up on Lorelai’s low mood, and tries to cheer up by offering to play bagel hockey with her. He might act grumpy, but Luke doesn’t like seeing Lorelai unhappy, and his response is to try to return her to her normal chirpy disposition.