Who knows of some "homestyle" treats for pet mice?

They seem to LOVE the cheese I give them, but I don't think they can eat that all the time. Do they like veggies? I don't think I should have to buy overpriced crap from the pet store when there's fresh stuff I can get cheaper at the grocery store. However, I don't want to make them fat with things like cheese and peanut er all the time. Keep in mind, they have plenty of the pet store blend of "mouse kibble."