To Go meal between Penn Station and Chelsea Market
You might be able to just pick something up at Chelsea Market. There is that Italian shop (they have a counter with take-out food), Tuck Shop for meat pies, I believe there is a crepe place too.
Also, Mooncake Foods - 30th and 8th Ave - I haven't been to this location but I've gotten take-out many times from the Watts St. location (I really like their miso-glazed salmon).
263 W 30th St, New York, NY 10001
On behalf of your fellow passengers let me urge you to stick to sandwiches and suchlike and *not* get spicy, hot (temp), aromatic foods. These buses have very poor ventilation. What tastes and smells good as you inch through Harlem leaves a distinctly unpleasant, stale afterodor by the time you are on the northeastern stretches of I-84. Chelsea Market has several sandwich options. If you want to save yourself having to carry stuff till just before you board the bus, the Don Pepi deli on the Amtrak level of Penn Station makes decent standard sandwiches.