The best solution, of course, is for the two of you to work out a compromise. Ask you coworker what she thinks would be inoffensive to her "pregnancy nose" and if feasible (as in something reasonable, portable and that you like) try to stick to those items while she's in this phase.
If she tries to insist that you cannot eat anything at all at your desk because it "bothers" her, you might reminder her that going hungry "bothers" you, and that as long as the office rules permit food at your desk, you will continue to have your snacks.
It's really nice to accomodate someone when you are able to, but ultimately her being pregnant doesn't give her license to change the office rules/culture.