If the box of chocolates is fancyish then that is enough. Something small and elegant always does it. Anything too big will give an impression of foreign guest (reciprocating for the meals), rather than family giving a token for their invite. Have a d’var torah, and don’t forget your pj’s.
As an aside,
I don’t get it. You’re in ‘serious shidduchim’ meaning you’re not yet engaged? – what are you doing then eating with your not-yet-fiance’s grandparents? Do you call the Oma and Opa already? If they invited you at this early stage, you needed not accept (it is not so uncommon for grandparents to get ahead of themselves). You will eventually learn that complementing others’ desires can sometime be out of place, and not necessarily the right thing to do. Have grace and backbone to bow out of any other conformity that doesn’t feel right to you.
Sure hope you do Oma & Opa proud!