Okay, I just found a video that claims it is the quickest way to farm festival of the lost candy. It is a video created by user bK and, it looks like if you guys need to farm candy, the fastest way is doing Seige of the Warmind. You must start it on Normal and was able to get around 47 each run which took around 2 mins per run.
Then, do it on 240 level and if you're lucky, you'll net in around 70 Candy per run in around 2 mins per go. You can watch the short video made by bK on how to do it below:
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Credits: Special thanks to bK for the tip.