How best to handle this situation?
Are you not comfortable with the personal side or the customs side of this situation? If it's the personal relationship side, and you're not comfortable, then don't do it.
If it's the customs side of it, I'd say go for it. If it is you buying the candy, from a regular store, where you picked it from the shelf, and paid for it with your money, then I don't see any downside to that. People bring gifts for others all the time. As long as you don't exceed the limits for bringing gifts into the country, then you should be fine.
A huge red flag would be if this new romantic interest told you to go to some shady store, and ask a stranger for 12 boxes of chocolate, and you don't know what is in it, then I wouldn't do it.