No, they don't mind at all. Most likely they will not even notice. Now if you are staying at the Grand or another deluxe resort, it might be a little embarrassing to walk all the way to your room with groceries if you're the type who cares what others think. However, if you are staying at a moderate or value resort, you can drive almost all the way to your room and it really won't be a big deal. Anyway, the point I was trying to make is that no cast members will care if you bring food from outside Disney property. Most likely, they will tell you the best place to get cheap food!