My sister and I "picnic" in our rooms all the time. We have a big breakfast and a late lunch. By dinner time, we're often worn out from walking and mutually agree to a room dinner. I love going to farmers markets and grocery stores. We pick up fruit, veggies and anything locally produced. Premade salads are great for eating in a park or hotel room. You can always add to them. Once, when we bought cherry tomatoes at a stall, they threw in a big handful of basil leaves. We added a buffalo mozzarella, a loaf of bread and slices of the wild boar salami we bought the day before for a sublime meal. A nice bottle of wine or some beer on the patio is a nice way to end the day. Sometimes, a bag of local cookies or crisps are a nice addition.
I pack a picnic kit in a small insulated bag. We check our bags, so sharp items aren't a problem. In the picnic bag are a small, flexible cutting board, a knife with a cover, a corkscrew with bottle opener, a wine bottle stopper, two light, flexible plastic wine glasses without stems, some cutlery and a few little plates. I include a few teabags, some tubes of instant coffee, packs of wet wipes and plastic bags to store leftovers. It also nice to carry food for a train picnic.
Last year, our Airbnb in Atrani, had a very basic kitchen. We bought the souvenir packages of rice or pasta mixes to make dinner. They have the carb and a sauce/herb mix and only needed water and a little oil to prepare. Sometimes, we'd add some protein. That, a salad and wine on the balcony was awesome and frugal.
Don't forget some kind of reusable grocery bag to carry your plunder back to your room. You'll be glad to have something sturdy to schlep things in.