We have three 'treat days' in our week; Tues, Thurs and Saturday. Are we flexible on this? Yep. But this ensures that A. he's not getting too many treats, B. we have an excuse to fall back on (not a treat day) and C. he's getting treats often enough that it doesn't feel completely forbidden.
Treats in our house range from a dish of fruit and greek yogurt to a mini-scone, or a cup/cone of ice cream with some frozen berries or chocolate chips hidden inside it.
When I make cookies or muffins, I always plan to give away a third of them. Sometimes, my neighbors get a treat, or my husband takes them in to work. This way, I don't have begging all day-- the get out of the house quickly. I also will accommodate my son's desire to 'keep some' by freezing some of them. (with muffins, I cut them into quarters and freeze them this way; then it defrosts more easily and I can serve a quarter-sized piece to him with a dollop of ice cream... it seems like 'more' dessert, but it's really less.)
Also, for post Halloween, many local dentists do a candy buy-back from kids, where they get paid per pound of candy. The candy is sent overseas through USO services. At our house, the Halloween Fairy visits, and 'buys' Kiddo's candy for a present we know he wants (much like the tooth fairy paying for teeth). I'm sure your kids are a bit old for this one...:)
And I don't know if this helps, but I always serve dessert in the afternoon, right after a healthy snack. This way, there's no 'food power struggles' going on at dinner, when we are trying to come together as a family. If I serve the dessert early on, he's plenty hungry for dinner.