I always hated sponge candy, still do, but there are quite a few really good ideas here, especially if you have LOTS of grandkids and need some big-batch ideas!  We love rum balls, English toffee and reindeer noses (except we detest "flaky" coconut so I use a mixture of coconut flour - just fine chopped coconut actually - and powdered sugar).  I try to buy as many of the ingredients as possible from the health food store. 

But Christmas is all about enjoyment, so we splurge a big here and there (calorie-wise)!

https://www.thespruceeats.com/top-christmas-candy-recipes-520697