Good, quick bite in Milan near Centrale station, open Sunday.
It is easiest to stay right in the historic station. My go-to place between trains is the Juice Bar, which is on the same level as the train platforms (the uppermost level) but in the long long "indoor" corridor that faces the trains themselves and which is where all the services are. At one end of the block-long corridor there is a huge Burger King (at the opposite end is a huge Rossopomodoro pizzeria). Walk toward the Burger King and you will find the Juice Bar just to right of the entrance to Burger King.
I am fairly addicted to their whole grain foccacia filled with grilled vegetables but you will find many other panini (and bagels, which are so popular in Milano) plus you will find cups of cereals, yoghurt, juices, various grain and vegetable salads, and no doubt some breakfast pastries, plus cookies and brownies (also popular in Milan!). The place is self-serve BUT do remember to pay at the cash register first.
They have a collection of tall tables with tall backed-stools right outside the door where it is easy to sit with your luggage next to you. Since it is tucked back into one corner of the station it's not hectic, and you can relax about watching your stuff (but not too much ever in Centrale!) It is also protected from the worst of the winter drafts in the station if you are traveling anytime soon.
One of the nicest things about the Juice Bar is that they will give you utensils with your order plus a little shopping bag with handles that is easy to tote if you also want to buy food to take with you on the train. But the main reason I go there so much is that the food is fresh and it is one of the few nutritious and healthy choices there. Sorry it is not stereotypically"Italian" but it is typical of today's Milan.