I agree with the others with just going with the first choice definitely. You can't be serving up several meals each time, how annoying. My DD's do this too but they only get one choice (even if I check with them a few times before I make it).

With the tantrums, yes, I would comfort. I try to think of tantrums in a different way. Most of the time it's not my child trying to control me, it's just them having a very big feeling which they don't know how to deal with yet. It's my job to teach them and I need to help them calm down. Comforting during a tantrum isn't rewarding bad behaviour. You're still not backing down from your decision but you can help her deal with her frustration over it, let her know that you are in control and she can feel safe, and that she is unconditionally loved no matter what her behaviour is like. I would say something like 'You're upset/frustrated because I won't let you have the orange. You asked for an apple first and I have already cut it up. Next time you can ask for an orange if you like. Do you need a cuddle to help you calm down?' That works for my kids. I find they usually just want to feel like I understand them. Sometimes maybe you need to wait a bit or cuddle first before talking if you can't talk over the screaming though, lol.