DIANA SOUTHWOOD KENNEDY went to Mexico in 1957 to marry Paul P. Kennedy, the foreign correspondent for the "New York Times," In 1969, at the suggestion of Craig Claiborne, she began teaching Mexican cooking classes and in 1972 published her first cookbook. She has been decorated with the Order of the Aztec Eagle, the highest honor bestowed on foreigners by the Mexican government. She lives much of the year in her ecological adobe house in Michoacá n, Mexico, which also serves as a research center for Mexican cuisine.