Maybe it was part of his genetic enhancement and how it affected his metabolism that made Pietro love candy.
Even in the middle of an intimidation job, in a dangerous situation while working with an insane robot, Pietro had been unable to resist getting a piece. He just loved it, loved that he could cram a piece in his mouth and still run around without worrying that he would drop or spill anything. It was also something he and Wanda hadn't had much of, living on their own as orphans.
And since being taken in by the Avengers, he did also like the way that Clint's eye would twitch if Pietro talked to him around a piece of candy. Clint's eye would twitch even more if Pietro rolled the candy around his mouth to make it click against his teeth. Pietro would buy a few pieces whenever he and Wanda snuck out to the corner stores in between training, but he figured no one noticed apart from telling him to clean up his wrappers.
So he didn't think much of it, the first time Steve dug in a pocket and handed Pietro a couple soft caramel squares after Pietro had sat next to him to watch footage from their last training session. About a week later they were out on a mission where they needed to surprise and capture their target, and Pietro had started chewing his lip in boredom as they sat in the cold. Steve had reached into a belt pouch, dug around for a moment, and handed the teen a couple jawbreakers. Neither instance made much of an impression, but then Pietro began to notice that Steve seemed to have an endless supply of caramels and hard candies in his pockets. And, as far as Pietro knew, the former soldier didn't care much for them.
Then Sam, who was usually the one who was telling the other Avengers to make sure the twins ate proper meals, came over one day and asked if Pietro wanted to help him with some cooking. Pietro wasn't too sure he had the patience to try, until Sam showed him the recipe for the nut brittle. Wanda didn't care quite so much for the sticky-sweet candy, but the twins did enjoy helping the former para-rescue soldier with making it. Sam put it all into little one serving packages and only kept one for himself, saying the twins should have the results of their first time making sweets. The next time Sam was over to just hang out with Steve he gave a book of candy recipes to Pietro and told the teen to bookmark any others he'd like to try.
It was really only when Tony, who seemed to live off smoothies and coffee, started buying Jolly Ranchers and leaving them in bowls on the tables that Pietro really got suspicious. Tony claimed they helped him think, but Pietro found that if he was standing or sitting with the millionaire near a bowl, Tony would hold it out to Pietro without looking up from whatever he was working on, and rarely ever take one himself.
Even though it seemed obvious, Pietro still didn't think that they had picked up on his sweet tooth, and were indulging it no less. But he couldn't deny it any longer after the day the team was out in the deep woods on a mission, and Pietro complained he was hungry. No sooner had the words left his mouth than six different pieces of candy were tossed to him, from six different Avengers.
Wanda told him he would get a stomach ache and it would taste terrible, but Pietro still crammed all of them into his mouth at once.
"It's sweet." He mumbled to Wanda over the mouthful of treats, and it was enough for him that she knew that he didn't mean the candies.
The others, they would have to guess.