Y'all got it wrong so far...
1. OP meant to ask: What's the the best *pinball* candy? -- like for roaming at a show.
Requirements:
1. can't spill in your pocket (bags of loose candy are out)
2. can't get on your hands (chocolate is mostly out)
Conclusion:
Spree from Willy Wonka
https://en.wikipedia.org/wiki/Spree_(candy)