While I do not know the regulations governing Malta (check with the Maltese Embassy in London), the bad news is that island nations (UK included) tend to be strict on imports of food, animal and agricultural items. The good news is that as in most places you can buy a wide variety of dairy products and also eggs in Malta - there should be absolutely no need to burden yourself with food for your stay.
Malta is in the EU, so most of Karl's post is non-applicable.
With the exception of certain temporary restrictions, relating to such things as BSE, EU law permits the free movement of all foodstuffs between member states. So you'll have no problems with the Maltese immigration authorities.