We did large cookies personalized with each PNM's name... then we had some little things like petits fours, chocolate-dipped strawberries, etc. We were restricted to snack/finger-food type food.
We did have a PNM come through one year who refused her cookie during pref - but she told us that she was diabetic, so that we wouldn't think she was being rude. Good thing she did, too; when she came to our bid day party, we had a Diet Coke and some sugar-free candy waiting for her