Answer: "Do you want anything from the shop?"; "Cornetto!"
This line appears near the beginning of "Shaun of the Dead" with Pegg's character asking Frost, who's playing a computer game. In "Hot Fuzz", Frost's character asks Pegg, when they're sitting in their police car outside the village shop. When they go in for the ice creams, the shop lady asks if they've "had any luck catching them killers, then?" This tips Nicholas Angel off to the fact that there is more than one killer.
The "Thanks, babe" quotation was used both in "Shaun of the Dead" and the TV show "Spaced". It was apparently re-used unwittingly, as in both cases, Pegg and Frosts's characters are very close friends.
The tea quotation is from "Spaced" and the "I love my mum!" one is from "Shaun of the Dead". They are all brilliant so if you haven't seen them and you enjoyed "Hot Fuzz", they are must-sees!