Difference between 小吃 and 零食
小吃: snack. Examples: steam bun, hot dog, baked sweet potato (most street food stall's cooked food are considered 小吃.) There are also cold served 小吃 like cold cut meat or cheese on cracker (mostly served in parties)

零食: snack/ junk food. Examples: chips, candies

Most noticeable difference: We call 零食 junk food but not 小吃