XO sauce is generally fine during pregnancy since it's mainly made from dried seafood, chilli and spices that are cooked, so the alcohol content burns off during cooking. That said, some XO sauces can be quite high in sodium and spice, so you might want to check the label and maybe not go overboard with it if you're sensitive to spicy food. If you're worried about a specific brand or have any concerns, might be good to run it past your PD just to be on the safe side.