
Making the round on the interwebz is the story about the cochineal insect. The insect is widely used through out the world as a coloring agent for food and other items. Cochineal is considered safe by the FDA, and is used in many other foods such as jams, meats, cookies, just to name a few.
If you want to aviod this product, look for the names carmine (sometimes listed as carminic acid or Natural Red 4).