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The accuracy of recommender systems (RS) has achieved remarkable results in several domains, from infotainment to marketing and lifestyle. However, in sensitive use-cases, such as nutrition, there is a need for more complex dynamics and responsibilities beyond conventional RS frameworks. On one hand, virtual coaching systems (VCS) are intended to support and educate the users about food, integrating additional dimensions w.r.t. the conventional RS (i.e., leveraging persuasion techniques, argumentation, informative systems, and recommendation paradigms) and show promising results. On the other hand, as of today, VCS raise unexplored ethical and legal concerns. This paper discusses the need for a clear understanding of the ethical\/legal-technological entanglements, formalizing 21 ethical and ten legal challenges and the related mitigation strategies. 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