There's two things to bear in mind with commercial treats sold for mice, hamsters, gerbils, rats etc., and usually only the first is realised:
1) the above species eat a grain-based diet, while piggies should be mostly eating the rest of plants
2) crucially, the above species are all omnivores. This means it is a-okay for the oh so very common binder of egg to be in the recipe. And when egg isn't used, honey often is instead. These are used
Personally my piggies really like some of the herbivorous Rosewood treats (I got a bunch earlier in the year of heavily reduced Christmas stock). But the main treats I give them are herby horse treats - cheaper £/Kg cost, and since horses are also grazers there's also more hay and herbs in them compared to wheat and other grains found in the more mass marketed stuff. I buy these from farm/ equine supply type shops, rather than petshops.