I'm severely allergic to peanuts, tree nuts and legumes, but a big consumer of dairy and grains. I got extremely ill some years ago from one of Tortola's top restaurants. It was run, at the time, by an Italian, and I don't think they "got" the allergy thing - probably some nut liqueur in the dessert. Also, there is less understanding of cross contamination. If you eat out, make sure the kitchen staff don't pull one of those "I'll take the walnut off the top of the salad" things.

I saw a large gluten-free section at the Road Town Riteway, so you could probably order from there and have it sent over.