It doesn't have to be candy, does it? I'm not a fan of candy, usually, but there are things I only eat on or around certain holidays, so I consider them Holiday treats.
Halloween - roasted pumpkin seeds. I'll get a dozen pumpkins at a time to carve, and then the roasting begins! Yummy
Thanksgiving - cranberry sauce. I eat this stuff on Thanksgiving day as though my life depended on it. It goes on the turkey, in the stuffing, on the rolls and mashed potatoes, in the green beans . . . and when the meal is over, I'll spend the rest of the day snacking on plain old cranberry sauce. Fantastic
Christmas - hot cocoa. For some reason, I never make this except in December. I stir it with a peppermint stick, but I always give the peppermint stick to someone else to eat when I'm done stirring. I just want the cocoa
New Years - Bailey's Irish cream. We don't drink, and I generally despise alcohol for anything other than cooking and a hot toddy for a sore throat, but I always have a glass of Bailey's to toast the new year. Very tasty.
Easter - maraschino cherries. I only buy them once a year to use on the ham (another once a year item of food), and I have a hard time stopping myself from eating and drinking the whole jar in one gulp.
Independence Day - snow cone. I get one a year, so I have the hardest time choosing a flavor. This year I chose margarita flavoring.