Make sure that you eat lots of nutrient-dense foods such as whole grains, low-fat dairy and brightly colored fruits and vegetables, both for your health and your baby's.
Experts do warn that candies marketed as healthy may cause consumers to overeat and continue avoiding the real problem that causes such diseases as obesity and diabetes: a lack of nutrient-dense food.
Overall, I would steer clear of the Paleo diet, but we can take away something from our ancestors by eating foods closer to their natural state (less processed), which are more nutrient-dense and digested more slowly by the body.