Gina is dressed as a bullfighter. In the episode New Captain (2015), she said that was her dream job.
At the start of the episode, everyone except Charles and Captain Holt are wearing Halloween costumes: Terry is dressed as Popeye, Jake as a samurai, Amy as a Christmas elf, Gina as a matador, Rosa as Little Bo Peep, and Hitchcock and Scully (who clearly suffered some miscommunication with each other) are both dressed as bottles of mustard.
As explained in previous Halloween episodes, Amy Santiago doesn't enjoy the costume aspect of the holiday. So when the team is dressed up to prank Boyle, she is dressed as Santa's elf. It's fair to assume she is far more enthusiastic about Christmas than Halloween, therefore it's likely the elf getup was the closest thing to a Halloween costume she had on hand.
After the Captain says Boyle's costume is Elvis Stojko the Canadian figure skater, Boyle does a pirouette. Like a figure skater might do.
For the heist, Captain Holt's code name is "The Golden Sparrow".