I think I'd be uncomfortable with it, tbh.
If I were in the position of needing a male friend to help with my tax return, I'd suggest me going to the man's house, rather than him coming round to mine and me cooking him dinner. Maybe that's a bit cheeky, though?
Or, maybe I'd invite them both over to mine and cook, and see it as a chance to meet his DW (if she could come). Alternatively, I'd get them a bottle of wine to share as a thank, rather than cooking.
If I were me, I'd trust my DH, but would wonder if the colleague had an ulterior motive, and if she fancied my DH! I'm married, and just wouldn't invite a married man round for dinner without his wife, and I wouldn't if I were single, either. The same goes for DH.
I needed a male friend's DH to sign a few forms once, would never have occurred to me to invite him to my house, fill the forms in and cook him dinner, I went to his house, and sat having a cuppa nattering with his wife while he sorted the forms.
Having said that, it didn't take long, and I know them as a couple, but the principle is the same, I think. If I were the colleague, I would never have suggested this in the first place, especially if I didn't know his wife. And I do know that men can go around to other women's houses without shagging them, by the way!