Lommy brings up a good point - fresh food doesn't keep long, so if Dwarves bought it from others, the producers would need to live fairly close to them. After all, there were no refrigerators nor trucks with freezer compartments in Middle-earth!
Pipeweed is a different matter - it could be kept for a considerable time and was transported in barrels. The fact that Dwarves had pipeweed would indicate that they did come to or near the Shire occasionally, but not necessarily frequently.
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'Mercy!' cried Gandalf. 'If the giving of information is to be the cure of your inquisitiveness, I shall spend all the rest of my days in answering you. What more do you want to know?' 'The whole history of Middle-earth.. .'
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