Either bring (checked baggage) or purchase a small knife. Fantastic cheeses, breads, smoked meats, pates, and local beverages can be had throughout Europe. Make yourself a picnic lunch no matter where you are!
Just got back from eastern Europe - there are fantastic falafel and gyro stands everywhere. If they don't speak English, just point!
We love having picnic lunches, too. The local grocery stores are always a fun experience to pick out some local food, splurge on the whole milk yogurt in the little glass jars, select some fruit & veggies and pick out some type of cookie, etc. that looks unfamiliar, etc. My hubby & I sometimes each pick out different items and then have fun with our grocery store "potluck".
Some of the cheapest lunches we had were from gas stations while driving. And the sandwiches were delicious!
We also loved getting something from the bakery down the street from our hotel in Paris!
Picnic lunches are the best!!
My regular strategy is to walk around the city - no matter where I am - and dive right into the street food. It's usually cheap, representative of the area and in my experience so far - quite surprising!
One of the best things about a picnic lunch, is that you know exactly what you're paying, what you're paying for, and what kind of food you're getting....all because you shopped it yourself. There is also no worry about poor wait service or anything like that. And even if the food ends up not being all that good, at least it didn't cost the same premium as it would have if it were served to you in a restaurant. Not to mention, it saves on time.