My DH is peanut-allergic. He's been dealing with his allergy his whole life, so he generally takes care of himself without a fuss. A quick question here or there (What kind of oil was used to fry the XYZ?) usually is sufficient. I've never really mentioned anything when making PSs, since he is a grown up and knows how to order for himself.
We only had one problem at WDW. Once, at WDW, during the food and wine festival, I bought some dumplings in China. Now, they have all of the recipe cards for the dishes sitting out on the counter. I glanced over the recipe card, and there were no peanut products listed in the ingredients for the dumplings themselves. We had been sharing the tasty treats all around WS, so i offered him the first dumpling without even thinking about it. Then I tasted it. The sauce that they serve with the dumplings tasted like peanuts to me! Suddenly, DH told me that his throat felt itchy and he was having trouble breathing. I wanted to find a CM to contact first aid, but he insisted that he would be fine if we found some Benadryl. We finally found a shop near the International Gateway that had sample packets of medications for sale behind the counter. He had some Benadryl, and was fine, but it was very scary (and I wish that he would have let me have a CM get help for him).
Oh, and I have a nephew who is allergic to dairy products. When we went to WDW with him, my sister did mention his allergy when making PSs, and she spoke to chefs at every restaurant. At Donald's Breakfastosaurus, the chef told her that every single item (except the fruit) on the buffet was made with cream and or butter, so he made my nephew some milk-free scrambled eggs and some dairy-free pancakes.
HTH