Depends on the situation.
My boyfriends grandma just bought me gummy bears while we were away, they're even red my favorite flavor. I just thanked her and have been keeping them around until I visit home and can give them to my brother.
If it's a food they expect me to eat right there I'll say something, like a soup, I'll just let them know I appreciate the effort but it has chicken broth etc. They of course make a face since they say it isn't actual chicken but whatever.
"When the power of love overcomes the love of power, the world will then know peace" - Jimi Hendrix