I came up with the following list, some of which metaldams already cited:
THREE SAPPY PEOPLE (1939)
NUTTY BUT NICE (1940)
IN THE SWEET PIE AND PIE (1941)
SPOOK LOUDER (1943)
HALF-WITS'' HOLIDAY (1947)
FRIGHT NIGHT (1947)
ALL GUMMED UP (1947)
HEAVENLY DAZE (1948)
GHOST TALKS, THE (1949)
PEST MAN WINS, THE (1951)
SPOOKS (1953)
FLING IN THE RING (1955)
SCHEMING SCHEMERS (1956)
PIES AND GUYS (1958)
They weren't always pie fights, per se, in the above list, but food was thrown around.