As we know from Anne Frank's Diary, the families in Annex were not particularly religious (although the non-Jewish partner of one of the occupants subsequently disputed this mischaracterization), but as an act of defiance, they tried to celebrate Hanukkah. They gave each other some presents, and lit a candle.
They did something to commemorate this special religious day as a type of resistance; although they couldn't observe Hanukkah in the way it would be ideally observed. They tried and that’s a type of resistance in and of itself because they did it despite being hidden in this house, apart from the rest of the society. With this celebration, they showed they were still part of everything they wanted to, related with the outside world, despite being persecuted.