I am with you Maeve, always have said that. It is candy corn at Halloween, candy hearts at Valentine's, M&Ms in between, and on it goes. Makes much more sense to get a set of beads or buttons! Coins work very well too.
That said, I have not seen that warning for wheat on M&Ms yet, but we do not see them often. Ds just had a box this weekend, though. Makes sense with the pretzel variety, though. If on the same equipment. Skittles are much more allergy friendly, but I am sure the dye bothers some.