German Christmas markets have a huge variety of treats: Bananas in chocolate coating and apples glazed in sugar let you pretend that you eat something healthy. Roasted almonds (but also consider other nuts!) make an easy snack on the go, or you get a “Dampfnudel” (some kind of fluffly dumpling) with vanilla sauce and cherries if you want a sweet substitute for dinner.
As for many other occasions for a “light” snack in Germany, some “Wurst” (sausage) with or without bun are a common choice on Christmas Markets here. Also very German: All kinds of potatoes such as “Kartoffelpuffer” (pancake like), “Ofenkartoffel” (baked potato) or just fries (“Pommes”) along with the Wurst.
There is also less stereotypical food - among the populars: “Champignonpfanne” (mushrooms out of a large frying pan) or lots of foreign adoptions such as Crêpes and “Flammkuchen” from France.
Of course, there are many more options to choose from and the only limitations are the size of your wallet and waist belt.