Gelt is a Yiddish word which means coins or more generally money. It was once widely used as the word for money by English speaking Ashkenazi Jews, but it is now an archaic term and usually these days refers to chocolate gelt.
In this more modern use, it may also refer to "markers" or winnings in a gambling game, like the dreidel game, or to treats, such as Halloween candy. To ask children if they have collected all their gelt before leaving a celebration may just be a way of asking if they have collected all the party favors they were given. This is not a common usage.