I just remembered another one - this may not qualify, because the person in question only picked at his own portion. My mother and I still thought it was rude, though. See what you think.
Mum and Dad had invited a friend over for dinner, and for dessert Mum had made a coffee cake that had walnuts. She served a piece to Friend, who promptly started picking out every single walnut. Mum, surprised, said "Oh, I'm sorry - are you allergic? I can give you something else." No, he wasn't allergic, but he didn't say anything else - just "No, I'm not allergic", as he continued to pick out the walnuts. He was left with a plate of crumbs, which he then scooped into his mouth.
Personally, if that were me and if I didn't like walnuts (which, I'm assuming, was the case with this guy), I would have said "Oh, it looks delicious, but I'm SO full - thank you anyway!" Or, if pressed, I would have said "I'm really not a fan of walnuts, but thank you just the same."