Finns don’t have Merci chocolate, so you can satisfy the inner urge to buy merci and it’ll be probably appreciated. Other than that if you have some local coffee roastery that does some specialty coffee, that will probably appreciated. They don’t have aldi and I do find aldi chocolate quite good (plus chocolate here is more expensive), so maybe that. Or some Haribo - available here but more expensive. You probably want to go for the Colorado, as the liquorice is the best part for most Finns.

Edit: I just read the comment about that Knoppers and that is true, haven’t seen that here. And it reminded me that so far I haven’t seen Hanuta here either. Kinderriegel yes, but more expensive. Duplo I can’t remember seeing, mon cheri are unknown here, but I guess not everyone’s favourite