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Insatiable cravings are often associated with pregnant women, and Madam Red is always demanding more desserts.
When they are without company, they eat pickles and ice cream for dinner and dress luxuriantly for the occasion. It was the color red that first drew Grell to her; but it's the fact that they are the same dress size that has kept him at her side.
When Grell finally learns how to make a proper dessert, he thinks about how red velvet cake is a terrible substitute for womanhood.
Hunger, as they say, is for the starving; and gluttony for the sated.