What is mostly healthy for pygmy puffs are: spiders (the crunchy ones, not chewy), dust bunnies (found in the corner of your home), boogers and earwax. Don't worry about the boogers and earwax, they will take care of that when your sleeping!
You can give them about everything for food/treats tough, but be careful to never ever give them chocolate! It's very posionous for them!
For babys, give them a half portion of what you would normally feed an adult.