It's slightly difficult to give you an answer of complete certainty, given the lack of context.
But from what I can tell, it refers to a situation involving food, notably one that goes with an accompaniment/topping. For example,
If you just bough a hotdog, your friend can ask you 'What are you having on that?' (i.e. what toppings will you add it. Ketchup? Onions?)
Similarly, if you just cooked some plain rice, your sister might ask: 'What are you having on that'? Perhaps some curry sauce, or some vegetables?
Hope this helps!