Thanatos doesn't know many recipes. He's learned how to make omelets and grilled cheese sandwiches. (Though, he's actually never eaten any of his own cooking....) There may be a few more food items he learned from Soldat's teaching and maybe others. However, they aren't really snacks.

No one wants this emotionally absent Thanatos cooking, anyways.

"Those organizing and attending have provided snacks. We simply need to bring them from the kitchen."