When Opie tries to offer an apple and then sugar cubes, you can see a wire attached to the underside of Dolly's bridle. Someone must be off camera pulling the wire to prevent the horse from eating (refusing) these treats.
Walt and Opie's solution to Dolly's appetite would eventually be turned down by the dairy company. Their objective was to speed up Walt's delivery schedule, but if his truck has to putter along at Dolly's walking speed the whole plan is defeated.