Believe it or not, some secrets and details of D.Gray-man are exposed in the author's freetalks of the manga.

These freetalks also reveals a bit of Allen's feelings towards Lenalee. The quotes below are taken from the manga Volume 4, with Allen replying.

Q. What does Allen think of Linali’s tantalizingly short skirt?
A. I think all men like miniskirts. But I wonder if it doesn’t get a bit cold sometimes.

Q. What kind of girls do Kanda and Allen like?
A. Huh?! (blush) Girls? I dunno. Um…I like girls who are good cooks. I love a woman in an apron. (happy sigh) I might even fall in love if she’d make me sweet dumplings every day.

I don't know how did Allen's fangirl, Roufa, manage to get ahold of this information, but she sent Allen some sweet dumplings and probably for this very reason, rofl. By the way, keep reading to Clue #2 and you'll find something interesting. ;)

Meanwhile, the following is taken from Volume 7.

Q. Why isn’t Lavi interested in Lenalee?
Lavi: Huh? I am.
Allen: What?! You are?! (sweating)
Lavi: Yeah. What’s with the sweat, Allen?
Allen: N-Nothing. (Munch, Munch)
Lavi: Sure. (Smirk)

Here, Allen gave a reaction when Lavi said that he had interest in Lenalee. Allen might feel a little upset thinking that Lavi also likes her. Lavi, on the other hand, seemed like he got the picture of Allen's heart. Heh, how cute. :D