L.N.
When you get settled, I would stick a 'thank you' in the door where you know they will see it. Remember, they were trying to make you feel welcome, not one up you so you owe them something in return. Sounds like they did just what they set out to do. If they sent over a dish that needs to be returned, I often will put something inside the dish as an additional 'thanks'. I will bet that a sincere 'thanks, you made us feel welcome and lightened our load with a great snack' will suffice.