horses can eat peanuts and eggs, but it is best to stick with known things like oats, molasses, etc.
An easy treat is to take a box of people cereal, granola works fine, mix in oil and molasses and bake 10 minutes on an oiled pan. Let cool and dry and break or cut into bite size pieces. You can do the same with horsefeed. Add a bit of flour and oil and molasses and bake, dry and cut.