So for all of you who say that there is no Jewish source for such a minhag, I went looking to find where it comes from.
Actually the first place it talks about throwing things at a Choson & kallah at their wedding is a Gemara in Brachos Daf Nun amud Beis. See also the bottom Tosfos where he talks about it being the Minhag in his time.
To see more about this, take a look in the sefer Minhag Yisroel Torah on Nisuim where he quotes other Rishonim who talk about throwing wheat or other foods at a Choson Kallah by their wedding as a Siman Beracha
