Why did Andy say these words while eating cake?

The "cake" in question is Baklava, a popular sweet around the Middle East and the eastern Mediterranean. It's clear, watching the scene, that Andy greatly enjoys it, and from the formal way Nicky gives it to her - and the way she knows what it's going to be before she even opens the wrapping - it's clear that it's not a random gift, but something specific that Andy enjoys, and that the rest of the Guard know she's a fan of.

There are many ways to make Baklava, especially if you've been around as long, and as widely, as Andy has. Over the years, she's developed not only an appreciation for the pastry, but such a deep familiarity with the various styles that she can recognize a given piece of Baklava by taste, identifying not only the the specific ingredients (hazelnuts instead of walnuts (though I'm more familiar with pistachio), rose water and pomegranate syrup), but also place the manufacture to north-eastern Turkey, near the Black Sea. Apparently it has become a game for the Guard to find specific, obscure or unusual pieces of Baklava and challenge Andy to identify them, with a running bet to see if she succeeds or fails.

The scene is there, first, to give Andy a measure of humanity to offset her general direct military behavior, to show how she's picked up more than just military and covert tactics along her long history. Secondly, it helps highlight what I felt was the strongest part of the film, the camaraderie that developed between them over the years.