Kid has no etiquette!

My son's best friend is at our house quite a bit, along with other kids, we have kind of an open door policy with the kids friends.  The BFF of my son, this kid has zero etiquette and I'm not sure if I should say something to him or if that would make him feel bad or embarass him.  He is an only child, being raised by his grandparents and they do tend to spoil him.  At my house, like this weekend, I had a pack of 10 hotdogs that I cooked for 5 kids that were over.  Well this kid came in the kitchen and ate FIVE of the hotdogs before the other 4 kids even knew it and didn't think anything about it.  My kids would have seen there were 10 and known that it would be two hotdogs each.  He continuously goes through my fridge and cabinets and just eats whatever he would like.  I never really govern what my kids get out and eat, but they don't eat as much as him!  One day I had leftovers from the night before and I had planned to heat them for dinner that night and this kid came over, I was in the office working, came out and he had helped himself to the leftovers, making me have to plan an entire new meal for dinner!  He goes to church with us as well and last week at church they gave out snacks for the kids and he kept asking if he could have more and more.  The lady was trying to be nice about it and telling him she had to save enough to make sure everyone had some, but he just kept asking!  I know I need to do something, because it really is driving me crazy, but I don't want to hurt his feelings.  My kids would never behave this way at someone's house, they take food if offered to them and they don't sit at someone's house and just eat all day like he does at mine.  Even when I tell ALL of the kids not to sit around eating all day out of boredom or whatever, he acts like he is separate from them and I'm not talking about him.  Like last weekend when 5 kids were over, the BFF asked me why we didn't have cereal and I told him because milk was too expensive and I didn't want them going through a gallon of milk in one day.  This kid then went to his house and brought a box of cereal over and I saw him eating it.  I said "I told you I didn't want everyone drinking all of the milk and he said "I know, I told them they couldn't  have any".  That just really infuriated me!  So, you are going to tell MY kids, who I shop for (2 of them are mine) that they can't have cereal because I don't want the milk gone, but you feel that YOU can have the milk?  Help me here please, I love kids and my son is very close to this boy, I just feel I'm going to snap on him!  He is 14 years old by the way.  Thanks