If you found out she has gestational diabetes from anyone else but her, and that she's having a hard time, let it be. If she told you herself in an honest moment of comfort, tell her "I'm so sorry. That sucks." And let her vent. The last thing she wants is for anyone to make a big deal about it, solve her problems, or choose her diet.

Bring in donuts again. Seriously. She's an adult and can choose to eat them.

Bring in a more health conscious option. Once again, she can choose to eat it or not.

You're trying to find an option when most likely you shouldn't know about her personal health issues in the first place. Unless you have a very close relationship that you aren't letting us know about, you shouldn't be trying to figure out something to give her to make her feel better. She could very easily feel ostracized for her pregnancy in the first place. Employers arent super cool with pregnancies, let alone pregnancies that are in any magnitude more difficult.

What makes will make her feel better is a coworker that respects her space and private health matters. Don't treat her as special. Treat her as human.