So my wife is all for my messy fetish and is totally open to getting messy with me, which is exciting and amazing to even fathom. But I was thinking of getting some good ideas for messy games. Primarily with pies and sweet substance. I really don't want to go overboard at first, I'm looking to put a super fun twist on this with a game or games. Anybody have any creative ideas for us?

Gunge pong, as opposed to beer pong (just thought of it! lol)

Congratulations! Here are a few ideas from the top of my head.

Rock, paper, scissors - Loser gets pied.
Bad Joke Theater - Take turns telling really bad jokes. The joke teller gets pies at the end of the punchline.
Poker/Blackjack - instead of betting money, bet increasing numbers of pies to be hit with.
Sexy Coin Toss - Flip a coin. Heads means a sex act, tails means a pie in the face. That way you win no matter which way the coin lands!

I hope you both have fun no matter what you decide to do!