Like I said...that's reaching a bit far. Sometimes a cigar is just a cigar. If we're going to reach that far, then what could they eat? Not beef, because there's another crude joke in there. Not sausages, for obvious reasons. No asparagus, no pasta with Alfredo sauce, no clam chowder (or clams at all), no milk, no yogurt, nothing with a red sauce...basically they could both eat gruel, and our guardians of vice and virtue here might be satisfied. But what kind of torturer eats gruel? That's for prisoners, and in this case the prisoner is supposed to be rewarded. Thus, she eats as her tormentor eats: sushi.
The actual subtext in the comic, like all good subtext, can be taken either way. It's quite possible, in fact more likely, that their friendliness has much more to do with Wanda's methods of psychological torture than any real romantic interest between the two; real interrogators report that the best methods for information extraction involve developing a positive repartee with the captive, rather than simply hurting them (since people will say anything to stop the torture).