Try some of these ideas
Give out the single-serving packets of peanuts, cashews or mixed nuts.
Hand out party favors.
Sugar-free gum is a nice treat.
Kids need pencils, so give the kind with the specialty erasers, just for fun.
Small boxes of crayons make a good "treat."
Give out small bags of barbecue pork rinds.
Make a batch of "cinnamon crisp" pork rinds by sprinkling Splenda and cinnamon on plain-flavored pork rinds. Separate into baggies for the kiddies.

Individually-wrapped string cheese snacks?
Treat 'em with some beef sticks or beef jerkey.
If candy is a must, buy bags of sugar free hard candy or chocolates to pass out to the kiddies.