Why couldn't you buy the tortuga rum cakes? We bought some in Key West in 2004 and brought them back on board with no trouble at all.
I believe Suz brought one onboard also in Oct '07. Not sure why Nancy had a problem. As long as it is sealed, you should be fine.
Same goes with taking it off the ship at the end. If it is sealed, then it is fine. Open items I don't think you can take off the ship.