How does ponies hold things? A fan theory. · 11:51am Aug 15th, 2017
Ponies are tiny horses. (Colorful magical ones in this case). Thus, they have hooves.
How does hooves hold and manipulate objects? (Nevermind instances where pegasi manipulate things with their wings and earth ponies seem to manipulate things with their.. manes and tail, apparently Pinkie Pie picked up a few pointers from the Mane-iac)
Most authors say magic. Less edumecated ones say "magnets". But most objects are not ferrous. So that was never a satisfactory answer.
A more scientific one would be van-deer-vals forces. Which is what allows caterpillars and geckos to cling to pretty much any slippery surface.
Other stories simply use prosthetics of various designs.
Having studied ungulate and equine hooves for a bit. I hereby put forward my own pet theory.
(some) Horses have a vestigial non-functional thumb in the center back region of their hoof, with the other four digits (mammals are all based on the same design when you get right down to it, evolution is a lazy derivative 
) fused together into one solid keratin covered "toe".
What if: Ponies have, hidden from view or harm while walking, a functional little thumb inside the hoof? Sort of forming a small but functional crab-pincer grip for manipulating objects.
I dunno, it made sense in my head at the time.
It seems more like they use granular jamming with the hoof having shrunk into a outer 'nail" because we see that pony hooves are soft in the center. (rarity pricks herself in some episodes) while still having a hard component (the cloppity sound effects)
still its an interesting idea.