A local health magazine ran a story last month titled “Holiday Blues? Here’s How to Cope.” Not only big holidays like Thanksgiving and Christmas can be depressing for some people, but also this season of the year, autumn — even more so for those who are grieving the loss of a loved one at a time when the days are shorter and the leaves are falling. St. Henry’s Catholic Church in Bayonne has a spiritual remedy: a bereavement group. “The goal is to offer spiritual support to comfort those who mourn a loss through death,” said Carmel Galasso, a certified bereavement leader. The group will meet f…