Greasy Thursday is holiday in Poland centered around eating donuts (although faworki/angel wings were also popular in older times) and other sweets, such as waffles or yeast cakes. Although the holiday itself is related to christian traditions (it's a feast before Lent/The Great Fast), most people don't relate it to religion.
On r/Poland, people mentioned similar holiday in Sweden (commenter also translated it as Fat Thursday) and Lebanon (Drunk Thursday).
I've read in some book about France also having Greasy Thursday, and somewhere else about other country having Sweet Friday. Additionally, i read that in Germany there is similar holiday, but centered around woman rights rather than food.
Edit: elsewhere Irish mentioned Pancakes Thursday
edit 2: English corrected that it's Tuesday, not Thursday