My guess (and it's purely an educated guess) is that no nuts are intentionally used in the making of it, but that the crumbs (and possibly the antlers) are made from something with a "may contain" warning. I base that guess on my impression that bakery goods at Disney (other than Divvies and other specifically allergen-free items) are all considered unsafe for people allergic to nuts, because the bakery they're made in produces nutty products.
This'll also bump your post in case someone has a definitive answer for you.