Hi Shaheen, I am originally from Bombay but I have been in the US for 17+ years and not been back for about 12 so not sure how much has changed.
If I know what sorts of things you are interested in I can definitely make some suggestions. Do you like to bake stuff. If so I can suggest that they get you some nice teflon coated baking pans. I also suggested to one of my aunts who visited from there to get a Silpat. Silpat is a silicone lined sheet that nothing sticks to. You can line your baking pan with it and make cookies perfectly. You can use it 500+ times before it goes bad.
You can ask them to get you a lot of other things like silicone spatulas, good quality chocolate bars, baking powder, baking soda, chocolate chips (white, dark, peanut butter). Also nuts in large packs like almonds and walnuts.
If you like to try different spices ask them to get you dry basil, thyme, oregano, itlian herbs, lemon pepper seasonings etc. Depending on where they are going they can find most of this in a regular grocery store or a place like SAMS.