Baby, hope you're having a lovely holiday. DD is a bit young yet but when she's old enough I think we'll both be standing on the chair and shouting like you DS. :)
Haverina, I hope one day to be able to get to the same level of confidence that you have. I worry too much about what other people might/do think but I think the way you handle things is much better. I really hope your does outgrow some of her allergies soon.
MagratGarlick, I'm the same with my DC. They have such a boring diet, that I let them have some chocolate everyday. We live near a good 99p store and at easter and christmas, I can get easter eggs and advent calenders. But the rest of the year it's hard getting hold of kinnerton nut safe chocs. Waitrose stock them but they are very expensive at about 59p for a small choc lolly. My DC also eat crisps. Again, they really enjoy them so I think why not. The rest of their food is homecooked and well dull as I'm not the best cook in the world. Poor kids. This has improved some, as DD can now eat dairy which she was never allergic to but she was very intolerant to it. My DD is allergic the things you mentioned and I'm sure she is funny with guar gum but her allergist says this is very unusual. He also said the same for rapeseed oil which she then tested positive for with a high RAST, so shows that even the specialists don't know everything. Sounds like the healthy eating policy at school is a bit difficult for you :(
ProtectingMyNormalName, I also struggle at easter, esp to find small eggs for easter egg hunts. I hadn't thought of making little eggs myself. That's a good idea for next year. The local 99p store stocks eggs and advent calenders at those times of year, and they're only 99p each, so might be a cheaper option thank the health food shop, if you have one near you. :)
I think intolerances can be as awful as allergies and DD was kept off dairy for the last 4 years because she was intolerant to it. We had to avoid it in the same way as we avoid the foods she is allergic to. It's tough isn't it. I guess the only thing with her milk intolreance was that I knew a little exposure wasn't going to make her end up in hospital, but I still used to avoid it, always. I also think that if you are intolerant to something, continued exposure could actually make it get more severe so it, like allergies, needs to be managed carefully. DD has always got to have her own bag of food at parties and so far when the kids go off to eat, it's been a free for all, and so we've tended to leave at that time. She has also never had icecream before, unless a frozen innocent fruit tube counts as one. I once blitzed some frozen blueberries with some cream and yogurt and that was quite good but she wasn't sure. :)
Random, I scream often - usually at my DC as the just won't bloody listen to me 
Thanks everyone for replying. It seems that it's not just me going through this, so I'm in good company.