You are all welcome on Rosslyns. It's a fantastic deli and they have great sandwiches and cheese as well.
Selfridges on Oxford Street (Bond Street tube station) also has a selection of American products. They are on a shelf labeled "Cult Foods" where you can get Oreos and Lucky Charms cereal for some ridiculous price like 7 pounds a box. They also had Chef-Boy-R-Dee and other oddities.
I've never even heard of peanut butter M&Ms even in the states! But you can get peanut and regular M&Ms at just about any newsagent or Sainsburys. Here's another London place for American sweets:
http://www.cybercandy.co.uk/This tiny shop is located near Covent Garden. Last time I was there, they barely had any of the products aftertised on the website. But they did have rootbeer and some other goodies.
As for Yorkie: There are several versions of this bar in different colored-wrappers. The one I had definately contained crispies. Another has solid chocolate and yet another has nuts. They all have little sayings on the back, which are either funny or sexist depending on how sensitive you are about that sort of stuff. My personal favorite: "Do not feed to the birds" (i.e. British lads often refer to young women as "birds").
And one final note for ginger ale fans. It is usually NOT located in the soda aisle. It took several months before we realized that our Sainsburys does in fact carry ginger ale, but it was located in the "mixers" aisle, where you will also find stuff like margarita and bloody mary mix, tonic, grenadine, etc.
