We have hosted exchange students and Peanut Butter is a huge hit - you can buy in Marks Spencer grocery area in Europe, but natives don't shop there

. Also any kind of chips - our most recent student used a reusable Trader Joes bag to take back Kirkland Potato Chips and Sun Chips.
We have found US football items (shirts especially) were popular too - as an oddity, not because they follow it. Our Austrian exchange student from the fall TRIED to figure it out, but it is like me following Australian Rules football - so not working!