We just use the human candy, but we don't feed them often. Kid used to get about a bag a week while he was racing as my bil was big on giving treats every few minutes, race days he'd go through dang near a bag just that day. I still get them occasionally as I know Kid LOVES them but actually the feed I use is big cubes so now I portion out their feed for the day and use those as treats.
For Christmas as gift from my daughter, my horses got a candy cane shaped tube filled with horse treats called "Stud Muffins", they were peppermint flavored. They had extremely fresh breath after eating them!