a "nut" is slang for a crazy person - UK, US and probably everywhere in the English-speaking world. A "bunch" is a word for an informal group or collection e.g. a bunch of flowers, a bunch of friends. "fudge" is a kind of sweet / candy. You can have "nuts" (normal food meaning) in fudge so this phrase may be a pun (play on words).

In this case, "nuts" has two meanings. Literally, it means nuts that you eat, like walnuts or peanuts, which sometimes come in fudge. It also means someone who is a little crazy. So a family can have a few people who are crazy, the way fudge can have a few walnuts. :)