Let's first answer your question in the narrowest sense: what exactly did Sherlock Holmes eat? This will give us a good view of meals, snacks, and eating habits, which I will expand upon below. We can look at it story by story:

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The Adventure of the Three Students

There was a promise of green peas by the landlady, but Holmes and Watson arrived late and didn't have any.

The Adventure of the Abbey Grange

The first morning, Holmes and Watson skipped breakfast because they had to leave early. Instead, they had some hot tea at Charing Cross before boarding the train.

The Adventure of the Beryl Coronet

Holmes went out to investigate and took a slice of beef from the joint upon the sideboard, sandwiched it between two rounds of bread, and thrust this rude meal into his pocket.

The Adventure of the Blue Carbuncle

Holmes invites Watson to dinner. “I dine at seven. There is a woodcock, I believe.” From this we learn that his landlady would either make some kind of menu, or tell him earlier in the day about what was for dinner.

The Adventure of Charles Augustus Milverton

Holmes and Watson had some cold supper at 9:30 before going on their mission. At various instances we learn a little about the times their meals were taken. Lunch is mentioned around 1PM, then dinner and then the cold supper at 9:30.

The Adventure of the Dying Detective

Holmes eats some biscuits. After the wrap-up, Holmes announced “when we have finished at the police-station I think that something nutritious at Simpson’s would not be out of place.” Simpson's is a restaurant.

The Adventure of the Engineer’s Thumb

For breakfast at home, Holmes and Watson have a meal of fresh rashers (bacon) and eggs.

The Five Orange Pips

The only mention of food is when Holmes tears a piece of bread and eats it as is, washing it down with water.

The “Gloria Scott”

After dinner one evening, Holmes and the Trevors were sitting down over a glass of port, cracking and eating nuts.

The Adventure of the Missing Three-Quarter

Holmes and Watson have a cold supper at the inn in Cambridge.

The Naval Treaty

After returning from Woking, at 3:20 p.m., Holmes has a hasty luncheon at the buffet. The next day, Holmes lunched in the dining-room at Brierbrae before setting off to London again.

Also mentioned in this story is breakfast, where Mrs Hudson serves ham and eggs, curried chicken, and purloined treaty.

The Adventure of the Noble Bachelor

A quite epicurean little cold supper was laid out upon Holmes's table. There were a couple of brace of cold woodcock, a pheasant, a pate de foie gras pie with a group of ancient and cobwebby bottles. Holmes had ordered this from a confectioner in anticipation of being joined for supper by his noble client, the noble bachelor from the title and his bride.

The Adventure of the Priory School

The first morning on the case, Holmes had cocoa at breakfast. In the evening they ate at the Fighting Cock.

The Red-Headed League

Holmes went to hear Sarasate, a violinist, play at the St. James’s Hall, and stopped for lunch of a sandwich and a cup of coffee on the way.

The Reigate Squires

There was a dish of oranges and a carafe of water on a table in Mr. Cunningham’s bedroom. The oranges might have been decorative but also probably acted as a snack.

The Adventure of the Retired Colourman

Mention is made of Holmes having had breakfast: some toast crumbs and two empty egg shells are left at his place.

A Scandal in Bohemia

Some cold beef and a glass of beer are taken for lunch.

The Adventure of the Second Stain

In the 2 days following the murder, Holmes is described as devouring sandwiches at irregular hours.

The Adventure of Shoscombe Old Place

Holmes and Watson catch a trout and have it for supper.

The Sign of the Four

After returning from the overnight quest, Holmes and Watson have breakfast consisting of ham and eggs with coffee.

Silver Blaze

Curried mutton is served.

The Adventure of the Six Napoleons

No time for breakfast but they do have coffee in the morning.

The murdered man had an apple in his pocket, supposedly a snack.

Holmes has a hasty luncheon at a restaurant.

A Study in Scarlet

Upon the 4th of March, Holmes was eating breakfast, and munched silently at his toast. Slightly later, Watson sat down at his own breakfast. It is described that he used an eggspoon so presumably had an egg.

A meal is described of cold meat and bread that were leftover from an earlier supper, that are made into sandwiches.

A bighorn sheep is killed and cooked, it makes enough meat to last a few days.

The Problem of Thor Bridge

Holmes has two improperly-cooked hard-boiled eggs for breakfast before the client’s visit.

The Man with the Twisted Lip

A cold supper was set for Holmes and Watson by their client when they arrived at her house late at night.

The Adventure of the Veiled Lodger

Before setting off to see the veiled lodger, Holmes and Watson ate some cold partridge. With the partridge, they shared a bottle of Montrachet to renew their energies.