I make a knock-off of paddock cakes. They're made from ground corn, flax, bran, blackstrap molasses, a bit of corn oil, oat flour and steel cut oats. Then bake them in mini muffin tins for 9-14 mins and when they come out, stick a sugar cube or mint on top.
In addition to giving the traditional apple or carrot treat, I like prepared homemade treat for my horse with a mixture of apples, carrots, honey, applesauce and flax seeds!
My horse seem to enjoy it a lot! :)