I didn't. Chemo was just the first step in my cancer journey and I just didn't have the time or the inclination to host a party. That you feel up to it (and are able to tolerate the taste of BBQ) is great! Your plans sound very nice.
Only thing I would add is to consider whether you think you will continue to need the support of those you are thanking. It is difficult enough to get family, friends, and co-workers to understand that cancer is an ongoing journey that doesn't end with completing chemo and that cancer patients need to find a new normal and often never go back to being their old selves. Having a no more chemo party may well contribute to that misconception.