They do love nuts, how much do you give as twice a week is quite a bit for a dwarf ham, I tend to just break a teeny bit off a nut & give it maybe once a week.
They do get monkey nuts which most love, one will last them ages & I generally just replace it when it's gone.
Pumpkin seeds, preferably in the shell, are another favourite, again not too many though, very healthy but high in fat still.
If you have sunflower seeds in your mix you can take them out & use them for hand feeding.
Millet sprays are generally popular too, either just break a little piece off to offer now & then or leave a spray in the cage, depending on how fast it gets eaten!
Mealworms are good for a bit of extra protein but still fairly fatty so one or two a day is enough really. Fresh water shrimps are a good option too, much less fat & good protein levels & generally enjoyed.
Just plain rolled oats make a good treat too.
What veg have you tried? There's so much variety they can enjoy & only a few you need to be careful with for diabetes prone hams.
I avoid most things sold as treats but they do like
shrimp cookies (available from lots of places usually, shops or online) & they are a healthy option.
Whimzees are the other big favourite with almost all hams if you haven't tried those, I'm sure he's enjoy a nice toothbrush!