Toots said:
In an old episode (I think from Season 1), Greg mentioned that he had a great dinner on his day off. It was a rack of lamb, and a glass of Merlot. We've also seen Greg eating breakfast - bacon and eggs in a diner with Sara and Nick.
Other than that, the only other food/drink items that I can recall Greg talking about is expensive coffee. Oh, I'm pretty sure he enjoys beer too because he once mentioned to Grissom while investigating a murder in a casino night club that he had only seen that place at night while wearing "beer goggles".
Hope that helps.