The purina 30% gamebird chow. Tractor supply has it Here.
Also scatters of finch seed and sprouted birdseed are a favorite. They are greedy though — so like @Nabiki says, just make sure treats are 10% or less. That’s the hard part because there’s not much cuter than a button with a mealworm!
Mine have a variety of veggies and insects as treats. Their favourite summer treat is watermelon. I also give them occasional hatchday treats, made from their pellets. My most recent, a quail pizza. I made the base from ground up pellets and egg. For toppings, I put some tomato, a tiny bit of cheese (which isn't very good for them, but mine love it so I reserve it for very rare treats) and oregano.