High-dimensional Mendelian randomization (MR) screens can prioritize candidate dietary and immune pathways for insomnia, but their interpretation is constrained by multiple testing, cross-dataset instability, and limited correspondence between genetic constructs and measured population variables. We conducted an exploratory cross-design analysis that combined MR screening of 231 dietary traits and 731 immune phenotypes, targeted cross-release genetic follow-up in FinnGen R12 and R13, and population-based analyses in NHANES and CHARLS. The targeted R13 follow-up prioritised an omelette-related dietary signal (OR 0.773, 95% CI 0.651-0.917; within-layer FDR q=0.00783), a mixed-fruit signal (OR 1.285, 95% CI 1.102-1.498; within-layer FDR q=0.00683), and CD33- and HLA-DR-related immune-cell traits. In NHANES, mapped omelet/scrambled-egg intake was associated with lower odds of sleep problems in 2017-March 2020 (OR 0.746, 95% CI 0.600-0.927; FDR=0.033) and doctor-reported sleep disorder in 2005-2006 (any intake: OR 0.313, 95% CI 0.157-0.624; FDR=0.008; per 50 g: OR 0.721, 95% CI 0.569-0.914; FDR=0.019). Mixed-fruit proxies were not directionally concordant. Higher C-reactive protein (CRP) was associated with sleep problems in NHANES (OR 1.192, 95% CI 1.085-1.309; FDR=0.001) and frequent restless sleep in CHARLS (OR 1.097, 95% CI 1.049-1.147; FDR