There's three things that I absolutely ensure that I do when I get lucky enough to travel to Germany for work - German coffee, Ritter Sports and fresh pretzels (yeah, ok weiss-bier and wurst as well!) All of which I can get authentic versions of at OHB.
Funny enough, my last trip to Munich I stopped in a grocery store at Rosenheimer Platz to satisfy my craving, and sure enough the same brands of coffee (Dallmyr, etc.) that I can get there, you can find here. Add on top of that a fresh pretzel or two, chased by Ritter Sport candy bars in German language and off you go!
At holiday time, it looks like you can get some authentic Nuremberg gingerbread cookies, marzipan treats as well as lots of different Stollen choices. Most recently I enjoyed a killer cheese danish as well.