My brother's nearly 22 and STILL 'sneaks' food (he lives with my parents)... drives them nuts. I remember doing it heaps as a kid, it wasn't so much that I didn't get fed adequately (I did!), it was more that certain 'treat' foods had restrictions on them in our house (eg Mum always bought those bags of fun-size chocolates to pop in our lunchboxes, but we were only supposed to have them in our lunchboxes, not eat them whenever we felt like it, itms) and if I got a sugar craving I'd sneak them into my room to snack on
I agree with Rivlas, offer them other snacks and they'll probably lose their taste for forbidden goodies that have been snatched behind your back!! x