Just because you're dieting doesn't mean that you should deprive yourself of anything sweet and yummy. Yes, you have to cut down and not eat the whole bag of sweets, but a handful of anything is not going to "wreck" any of the weight you have lost.
For my handful of treats, I like to get little chocolate chip cookies, the size of a dollar coin, with walnuts or pecans. I'm one of those people that just loves nuts in cookies. Plus, the nuts are added protein and yes fat, but hey, let's get some positive in. I also look for cookies that do not contain any artificial sweeteners and ingredients, high fructose corn syrup, lard, or "Light" ingredients like anal leakage, Olestra.