What to do . . .?

They don't have to have a dust bath but they will love you for it and it keeps parasites at bay.
You may be able to give them a suitable container with dirt, sand and perhaps ashes.
They need oyster shell and/or layer feed once they start laying.
Greens and most other scraps won't have enough calcium to make a difference, nor do grains. A hen deposits 2 grams of calcium in the egg shell every time she lays. If she isn't getting enough calcium in the diet, she'll pull calcium from her medullary bone and may soon get rickets and be unable to walk.
Am I reading this correctly that they aren't getting chicken feed?
Grain is woefully deficient in overall protein but more importantly, some essential amino acids, vitamins, minerals and fats.

 

Definitely provide some crushed oysters shells in a dish. They will eat it if they need the calcium. Also, keep in mind that commercial feeds are specially formulated to meet the chickens dietary needs. You should limit treats beyond the commercial feeds to less than 10% of their total diet. As for dust bathing, I've found that a big, flat box of wood ash works best. My chickens love it, and it is more effective in preventing lice and mite infestations that dirt or dust is. Sounds like your doing a good job protecting your flock from predators. Good luck.

 

How big is the chicken coop? Generally, chickens are fine inside providing they have plenty of space to move around. It certainly isn't cruel to keep them inside though, as long as all their needs (space, food, water, etc) are met.

As for the calcium, if you are feeding layer pellets and this is the majority of the birds' diet, then they should not need supplemented calcium. Treats are fine, as long as they are eating more pellets than treats. Dark leafy greens and other kitchen scraps are typically very good for them.