I too, would opt for finger food - like a meat pie or something? But also keep in mind the Romans had a weird sense of impropriety and thought eating in public was rude. There is that story of Augustus sitting at the games and catching sight of a man in the cheap seats chowing down. He hollered over to him that "some things were best done in private" to which the man retorted that it was fine for Augustus to say that - he wouldn't lose his seat! Augustus then sent one of his guards down to hold the man's seat for him while he took his dinner elsewhere. I think it is amusing that the Romans would think nothing of yelling at the leader of the known world yet be offended by someone munching their lunch in public!