As for the Milky Way Caramel bars, DH and I have noticed that the Targets locally (Northern Virginia) seem to be the only stores that have bags without a warning.
As for candy corn, this month's issue of Food Network magazine has an Alton Brown recipe for candy corn that is free of nuts and egg. (They also have an egg-free reciped for apple fritters.)
I've pretty much bought all my candy. Target had the huge bags on sale a couple of weeks ago. I got bags with Twizzlers, Tootsie Rolls, Skittles, Dum Dums and Smarties (American non-chocolate version). That's all I can think of off the top of my head. Can pull together a complete list later.