I would wait a bit on some treats like meal worms, crickets, etc. Sometimes the treats are so great that they'll disregard their food where all those necessary nutrients are. I know my adult ducks start thinking that way, so I have to treat the treats like something special, otherwise they expect them and neglect their food.
Also, some treats like mealworms & beetles have a lot of protein, so be sure to feed them a balanced diet and monitor the protein so your ducklings don't get angel wing.
But incorporating fresh greens as a treat/enrichment early is always nice to ensure they have those continued good eating habits throughout their life.