Unfortunately food selection at Union Station in Chicago resembles more of a mall food court, and the meals are just ok. Yes there are Gold Coast Dogs, McDonald's, Pizza Hut Express, Corner Bakery (decent to go sandwiches and more healthful selections), chinese, bbq, and some other vendors. There is a good nut shop that also has caramel corn and other snacks. It may be a good place for you to stock up on some munchies for the rest of your trip. If your train is running on time, feel free to venture out of the building for some good food. You can google some of these restaurants to get more information. Boston Blackie's is close by and well known for their burgers, Dylan's Tavern and Grill is like a neighborhood pub w/ American Fare, Greektown is about a 1/2 mile away w/ some great eateries including Greek Islands on the corner of Halsted & Adams. For a good Chicago Pizza, thin crust or deep dish, go to Giordano's on Jackson which is just a couple blocks away. For a bit of a higher end experience, try Blackbird, a well respected restaurant that can be reasonable for lunch. By all means, take advantage of you short stay, and walk some of the city. If the weather is good, you can always get something to go and sit next to the Chicago River, watching the boats go by.