Don't use "at" because it would imply the merchants have to be physically at at the festival to enroll instead of being able to enroll before the festival begins.
"for" would be my preferred term to answer your question.
However "enroll" sounds strange regardless of which word you place after it. "register" and "sign up" both sound more natural to me. "Enroll" is something usually said for school or youth sports, or for other activities that take place over a long period of time.
Another option is to say "Merchants who wish to book a stall should contact...".
EDIT: I was just thinking that there are ways to mis-use what I wrote and that you are writing a sentence likely to be seen by a lot of people. So these are a couple sentences you can use:
- Merchants who wish to register for the Dates Festival should contact Abo Abdullah on 0598435216.
- Merchants who wish to register a booth for the Dates Festival should contact Abo Abdullah on 0598435216.
"register" sounds more formal and professional than "sign up"