High blood sugars can cause nerve damage called peripheral neuropathy, your tingling could be something like that but only your Dr can say for sure if that's what's happening.
If you are experiencing the onset of peripheral neuropathy, it can get a lot more painful than a little tingling. You already know that the best way to avoid diabetic complications is to keep your blood sugars as low as possible. Only you can decide if the sweet treats that bring on your tingling are worth the possible consequences.