Welcome Bartleby -
1 - The reference to a "specific piece of cake" is to some commentator, correct, as there is no reference in the Epicurean texts to that effect? I suppose you are asking if there is a reference to that effect, and my response would be "no" - that sounds like a commentator's overgeneralization and not something that Epicurus would have said.
2 - I see you defined vainglory as an unnatural, unnecessary pleasure. I realize of course what you are referring to there from the letter to Menoeceus and other references, but as a general observation it seems to me that the contextual nature of all human actions under the Epicurean view of nature overrides the significance of any specific list of categories of pleasures or pains, so to me that is one part of the answer to the question you are examining, and why you are not likely to find the "specific piece of cake" reference - or any extensive discussion of specific categories that are "vainglory" - anywhere in the texts. The general rule is as explained in Torquatus section of "On Ends" - that the principle of the classification arises from the difficulty of obtaining the pleasure without significant pain -- which is not a list of proscription, but an observation that helps you make your own decisions about which pleasures to pursue. ("... the principle of classification being that the necessary desires are gratified with little trouble or expense; the natural desires also require but little, since nature's own riches, which suffice to content her, are both easily procured and limited in amount; but for the imaginary desires no bound or limit can be discovered.)
3 - As to whether "Epicurus disapproved of ... placing sexual desire above friendship" as a general observation no doubt he would place friendship at or near the top of things that he approved of given PD 27. However once again the contextual would control and at certain times and places sexual desire would have its place. I would generalize that like any other goal, Epicurus would say that it is wrong to elevate sexual desire to an end in itself without regard to the ultimate outcome in terms of pleasure and pain. The issue with sexual desire is not that it is wrong or flawed in itself - no pleasure is intrinsically bad - but that the fulfillment of sexual desire without incurring pain that outweighs the pleasure is a particularly difficult goal to achieve.
Again, welcome to the forum,