When we went last year, it seemed like all our candy was "peanut-free" for the most part--fruit flavored hard candy, smarties, etc. No chocolate bars at all. We wondered if peanut allergies were the reason for this, because we had heard about past years having Snickers, etc. I don't know how severe your allergy situation is, for example if you need to avoid anything processed in the same plant, but you might want to call WDW guest services and ask about this before assuming the candy is a no-go.
Oh, and the party is AWESOME! We loved it, and to be honest, did very little trick-or-treating--the spots are kind of out of the way, and not a major part of the night, in my opinion. It's my favorite WDW parade by far, and if you go, dress up. My daughter dressed as Tinkerbell and a CM asked for her autograph. So cute. I also recommend going on a weeknight if you can.