I don't have any experience with organized food tours in Naples, but my advice is just follow your nose! Best sfogliatelle are found in bakeries (usually the baking starts around midnight or later) and there are many different types, including the most traditional one with phyllo-type dough strips wound around a ricotta and diced fruit filling.
Da Michele is the most famous place for pizza; I think they still only have two varieties, plus some deep-fried snacks.
For gelato, look for signs that say "produzione proprio" which means it is made by the shop. I don't have a favorite, but I'm sure you'll get specific recommendations to your post.
Local delicacies: seafood of all kinds. Good restaurants near the harbor, some still cater mainly to locals and have very good prices. As always, take a moment to see what smells and looks delicious.
And, don't forget the cappuccino!