Keeping away from grains is hard enough when doing the Caveman Diet, but add sweets to that and it can be brutal sometimes. Thanks to the folks at Caveman Bakery, you can stick to the principles of Paleo while still satisfying your sweet tooth. Available in Original, Alpine and Tropical, the Caveman Cookies ($6-$18) are made with all-natural with no-preservatives paleo-approved ingredients like honey, almond meal, unsulfured coconuts and macadamia nuts for some guilt-free snacking.