After minutes of research, I can say children didn’t have much to do with the All American All Hallowe’en in 1895, and candy only entered the picture because, duh, people wanted to eat and sell candy.
Back then, affluent ladies could have apple peeling events, which were hilarious, because they generally didn’t have to peel their own apples with any precision. Dances were held, and folks would dress up as traditional characters and hand out cabbages as party favors. Jack-o-lanterns were certainly stinking up the parties, too.
They might have served lady fingers, but probably not painted up to look like real fingers. That would be rude, even in the “bogie times.”
There seemed to be an effort in the Women’s Page to make All Hallowe’en all about divining the identity of a lady’s “future life leader.” It’s anyone’s guess whether or not any real women went into the cellar without a light, creeping down the steps at midnight clutching a wavy mirror, set to get a glimpse of their future spouse or cult leader.
The Evening Star was clearly trying to make some news happen with their suggestions.
For nervous, timorous girls this is quite a trying ordeal, but it is as nothing in comparison with the surer method of testing fortune by walking along three times around a graveyard at midnight. If you do this earnestly, say the old chronicles, the image of your future husband will surely appear to you ere you have completed the third round. The only trouble about this familiar practice of the middle ages is that meeting the apparition sent by the accommodating spirits, one might easily mistake it for an ordinary ghost and be too much frightened to take a good look at it.
Why is it always midnight? If ghosts really tell time, how come they don’t know it’s time to move on?
It seems that there was a concerted effort, even then, to make modern American Halloween happen, in all its big, stupid extravagance. Those folks didn’t have trouble thinking of goofy games or ways to abuse pumpkins.
So while some parties were undeniably lame, some were raucous stomps with delightful exploding chestnuts and screaming.
Meanwhile, the kids were running around ruining bell pulls and getting in bigger mischief because all the adults were at parties.
Candy seems like the next logical step, really.
ΩΩΩ
Gratifying apple peeler tests: 
My novel characters didn’t celebrate the usual holidays within the story, instead they had a harvest moon bash, which in my opinion should still be a big event where everyone goes bananas.
Further, further reading:
My novel is available in print, but the electronic version is instant gratification!! There’s a forty-page free preview if you click on the look inside doohickey, which looks like this: 
Happy reading!! I look forward to hearing from you!!
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