Uhhhh... we always called it Shrove Tuesday in my part of Canada. I thought the Fat Tuesday stuff was just me translating Mardi Gras to show how learned I was. So, is it really Fat Tuesday in other parts of the anglosphere?
Shrove Tuesday in Australia / New Zealand / UK / English South Africans...... (known as, but mostly termed pancake tuesday) I've only heard Fat Tuesday in US.
In the US, the terms Fat Tuesday and Mardi Gras are both used, but over time the meanings have diverged, at least somewhat. Fat Tuesday refers to the specific day, whereas Mardi Gras has come to refer to the entire celebration - often lasting days or weeks - leading up to the day.
Jesus Christ is a very important figure to Muslims as well so you can all jump off the bandwagon now.
Also, and I'm aware this will sound stupid, but I thought Mardi Gras was an entirely separate holiday that was only a US thing.