The chili game has always amused me. It's almost like some primitive ritual of running the gantlet or enduring other tests to prove how tough and macho you are. You get this with a variety of cuisines, of course, but chili is the classic example. You're supposed to eat the stuff without batting an eye or showing discomfort, and ask for more while saying it's mild.
Green Arrow is just the sort to enjoy this. He may be a jerk, but he's a recognizable personality like people you'll meet in life.