Last year was my first year, but I was wondering. Can you bring snacks to the show or no?
I would imagine that you could get away with sneaking in a couple of "breakfast" bars (i.e., granola, protein bars, etc). I've done that last year and it was a real life saver, especially as the night dragged on and was getting a serious case of the munchies.
Now, they may have an issue if you tried to bring in, say, a huge bag of Doritos and a cooler full of drinks, though.
In response to the original poster and topic.
Yes, they do have that "restaurant" down there in the vendor's area (which, BTW, during "normal" times, is an actual restaurant). However, as was already mentioned, you have to order at the bar there. They do get mobbed, and the wait can be lengthy, thus possible causing you to miss part of a set. Last year, they tried to help things by limiting the menu and serving food, such as pizza in an attempt to speed it up. I found the pizza to actually to be pretty good when I got a piece last year.
As to nearby places, there is the aforementioned Vespucci and Subway, which is just up a block. The pizza at Vespucci is actually quite good, in my opinion, but as was mentioned neither of these places are opened Saturday evening. Thus, I do recommend taking in a couple of snack bars to hold you over during the show and then find a place afterwords to get a "real" meal.