I've gone through the Wikipedia information related to M&M's. There are two things I found suspective in this chocolate; one is the use of gelatin and the other is carmine. Carmine is a substance abstracted from the dead insects and widely being used as a food color. Therefore this product which is made in USA is still using natural insect based Carmine while in EU it has banned and in food stuff they are using plant based color ingredients. Because there was lengthy discussion amongst the scientists that this carmine causes allergic in human. Please see the link attached to the answer. Therefore, USA based M&M is not allowed while EU made can be consumed if the gelatin is not from the animals.
In January 2006, the United States Food and Drug Administration (FDA) evaluated a proposal that would require food products containing carmine to list it by name on the ingredient label. It was also announced that the FDA will separately review the ingredient labels of prescription drugs that contain colorings derived from carmine. A request from the Center for Science in the Public Interest urging the FDA to require ingredient labels to explicitly state that carmine is derived from insects and may cause severe allergic reactions and anaphylactic shock was declined by the FDA. Food industries were aggressively opposed to the idea of writing "insect-based" on the label, and the FDA agreed to allow "cochineal extract" or "carmine".
In the European Union (EU), the use of carmine in foods is regulated under the European Commission's directives governing food additives in general and food dyes in particular and listed under the names Cochineal, Carminic acid, Carmines and Natural Red 4 as additive E 120 in the list of EU-approved food additives. The directive governing food dyes approves the use of carmine for certain groups of foods only and specifies a maximum amount which is permitted or restricts it to the quantum satis.
The EU-Directive 2000/13/EC on food labeling mandates that carmines (like all food additives) must be included in the list of ingredients of a food product with its additive category and listed name or additive number, that is either as Food colour carmines or as Food colour E 120 in the local language(s) of the market(s) the product is sold in.
As of January 2012, EFSA has changed the way they allow use of Carmine E120 for pharmaceutical products. The EFSA had raised concerns over the increasing number of allergic reactions to carmine derived from insects (E120.360), when used within the British Pharmacopoeia. Pharmaceutical products which had previously contained insect-derived carmine, have been replaced with a synthesized version of the food colorant. Internal studies have shown that the new formulations of popular anti-nausea and weight-gain liquid medication had a significantly lower risk in terms of allergic reactions. The new formulation is known to be of plant origin, using calcium oxide to gauge color depth.[further explanation needed]
In 1976, Mars eliminated red-colored M&M's because of health concerns over the dye amaranth (FD&C Red #2), which was a suspected carcinogen, and replaced them with orange M&M's. This was done despite the fact that M&M's did not contain the dye; the action was purely to satisfy worried consumers. Ten years later, Paul Hethmon, then a student at University of Tennessee, started a joke campaign to reinstate red M&M's that would eventually become a worldwide phenomenon. Red M&M's were reintroduced as a result, and the orange M&M's that had originally replaced them were kept in production. In Europe, red M&M's contain the red dye carmine (E120, cochineal). https://en.wikipedia.org/wiki/M%26M%27s