The easiest to identify are the duns.
The #3085 Stable Set foal is usually a dark, milk chocolate bay, again with little to no leg shading and dark mane and tail. They are generally more brown or plum toned than the #5700.
At the bottom left is the #5702 chestnut foal. This model was only available in old plastic; the other chestnut is always new plastic. #5702 usually is much more orange in colour with a mane and tail slightly darker than the body or self-coloured. #5306 from the New Arrival play set is more peachy in tone, heavily shaded and sports two hind socks.
Many thanks to Deb Walsmith and Sharon Walbridge for providing [pictures]!