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A lolly is what you would call a candy. Could also be called a sweet here. Or even a sweetie, but I think that's more UK. So a candy cigarette, jelly bean, jelly baby, jaffa, jet plane, lifesaver, barley sugar, milk bottle, gobstopper could all have been in mixed lollies. (I don't know how many of those you would know)

Jet planes

That helps me so much! Let's see, I don't recognize a jaffa, but every thing else I've seen in stories. Thank you! So "lolly" is just a sort of generic term for small candies of all types.