Robert F. Kennedy Jr.'s working off his Thanksgiving feast ... hitting famous Gold's Gym in L.A. the day after deep frying a turkey barefoot. The U.S. cabinet appointee stopped by the gym to get a sweat on Friday ... wearing a gray t-shirt with a what looks like an octopus emblazoned on his chest. He's hopping in his car post-workout ... much needed after the Thanksgiving feast he ended up cooking at his home yesterday. As we told you ... RFK Jr. showed his followers how he cooks a turkey for Thanksgiving -- dipping it in boiling tallow, rendered fat, to give it a nice crispy outside. While he did tells his followers to slowly dunk the bird into the boiling pot, the camera pulled back to show Kennedy wasn't wearing shoes ... a move that didn't seem all that safe. That said, he was walking just fine leaving Gold's today ... so, it looks like he didn't disfigure his feet while cooking up dinner. As you know ... Kennedy is Trump's pick to run the Health and Human Services department -- a controversial choice to those who disagree with his positions on certain health issues like vaccines. But, he's certainly looking fit in these pics after enjoying his lavish Turkey Day meal.