I haven't been to Costa Rica, but I have a child with a food allergy and agree that you should have something written up - not just the food allergies, but what needs to be done if there is an emergency (e.g. administer an epi-pen).
Make sure you have plenty of epi-pens with you. Also get something to carry them in if you're going when the weather is hot. We have used the Frigo (for insulin, but works for epi-pens too) to keep my daughter's epi-pens at a safe temperature level when we're outside for long periods of time in the heat.
I'd also recommend getting a map and marking the nearest hospital(s) just in case you need to get to one. I read a very tragic story recently about a 17 year old boy whose family went to Mexico for a high school graduation present. The parents didn't take his peanut allergy seriously because he had never had an anaphylactic reaction and they never carried epi-pens with them. On the first night in Mexico, they ate at a buffet and soon after the son started feeling funny, so the mom walked him back to the hotel room. He collapsed in the lobby. No one (the parents or hotel staff) knew what was happening, so he did not receive the necessary emergency medical attention in time.
Chances are nothing will happen, but I think having information translated and knowing where hospitals and/or how to get emergency help if needed (I'm not sure what you dial in Costa Rica to get an ambulance) would be useful. Maybe also pack a bag of safe food (e.g. Cheerios, depending on your son's allergy) to have on hand when you're unsure.