Not to make too fine a point, but I do not think it is a gift if you consume it together. It is a nice gesture, one I often make myself since I seem to have accumulated a lot of wine over the years, possibly a supply that will outlast me. Anyway, I do not consider a consumable that we will share a gift, though I often do it.
I like food, I like wine, I like ladies. It is fun, for me, to combine all three of these things in various ways, but I see it as a form of play, sharing. I do, on some occasions - usually a holiday or if I know it is her birthday - bring a gift, but only for a special occasion and a lady I have seen before. In most cases that will be some flowers or more wine, but not to be drunk then. I prefer to bring something that is consumable and that I am pretty sure she will like, either based on conversation or her web site/reviews.
Between Christmas and New Year's I brought a provider who really likes wine a special bottle that I knew would be to her taste as a gift to enjoy later. She opened it immediately, both despite having another bottle open already and before I could stop her (I had retired to the bathroom and emerged too late - she said mine was much better than her cheapo) - fine with me and we ended up spending a fair amount of extra time lingering over that bottle, so it turned out great - got to enjoy her and some tasty wine, just not as I intended. She certainly has provided more motivation to bring another good bottle the next time!
Anyway, I do not think gifts are expected, but being considerate and making a little effort can be more than worth it. Whatever you do, it should please you to do it, and I think most often it should either be extra money (usually appreciated, but keep in mind that some providers will actually turn it down), or even better for me, something you can share, that will add to your time together. Just remember that what you do says something to the provider about you.
Very nice fruit, maybe grapes, apples or pears if you can find perfectly sweet and ripe ones, can be nice to nibble on while playing, btw, and may have other possibilities, too, if you like.
Zig