Each to his own. If I want something hot, I bring a flask of coffee or soup. If I want something cold, I bring sandwiches or some fruit.
Only issue I have had is my water bottle if I have been to the gym....although in the same bag I had two cans of lemonade and a set of darts!
I was actually more shocked that people actually still buy anything at the Amex. Why do you not just buy some at a supermarket and bring them in yourself.