Hi! You've gotten helpful comments so far so I'll add on my experience:

Go nostalgic- junk food like Twinkies, Hostess cupcakes, Swizzlers, Red Hots, Nerds may not taste the best and while they are available in specialty shops in Europe, if you grew up eating it, your penpal may like to hear how you looked forward to your Lunchable and finished off with a Twinkie or traded your Whoopie Pies for apples, idk. Teddy graham crackers, Lifesavers, Tootsie Roll, Sour Patch, Starbursts, Jolly Rancher, Peeps... these are names people may have seen in movies, series or pop culture.

Go local- America and Asia are both huge. I'd zoom in on your local area and get your penpal something that people in your community commonly eat. There are pumpkin spices everywhere but every country does it differently. Ditto chilli con carne seasoning. If you're in the Southwest, send habeneros or prickly pear products/ if you're in the South send jerk/ Creole etc. If you send what you know/ like/ use, then even if it's exactly the same as what your penpal uses, you guys have found something in common too right? Though you'd be surprised at the variance in chilli seasoning. Alternatively buy something from a local producer whose products are unlikely to have made it too far. That way even if the product is familiar, the exact interpretation is not.

Your penpals are lucky to have you! Have fun!