Congratulations on getting ducks!
Here's a pretty good link to duck snacks:
https://www.backyardchickens.com/threads/the-ultimate-list-of-duck-treats-and-supplements.242460/
For my own ducks I try to keep the treats to a minimum so that they are mostly eating appropriately formulated duck food. If my ducks know I'm going to give them something delicious they will not eat their duck food to, "save room," for snacks. They are basically toddlers waiting for cookies. This doesn't seem to apply to foraging, however. After foraging they divebomb their food bowl.
I do give my ducks a very small handful of mealworms daily, mostly as a reward for going to bed when told or coming when called. Also a grape tomato or two (chopped) each. I'll put some greens into their water bucket. And that's about it on a regular basis. Occasionally, once or twice a month, I'll let them have one or two bites of whatever veggie I'm eating.
Yes, romaine lettuce is fine. My ducks like that kind. Sometimes I'll stick an entire head in their water bucket, leaf side up, and they'll rip pieces off. Ducks don't have the potential digestive issues that bunnies have, so you don't have to be careful in the same way. Ducks can be picky and think new foods are poison though.