It seems like the Grim Reaper would be a pretty thirsty entity considering all the traveling and soul transporting they do, and having no skin to cover those old bones of theirs must give them a serious case of dry mouth.
But according to Death Buy Lemonade by Kyu-bum Lee the Reaper don't care about thirst, lemonade or supporting small businesses- they just want to grab the soul and go, so they probably prefer fast food.