Hi,
There are 2 sites where you can get a Bratwurst near and in Munich Hbf. Where are you staying exactly? I always stay in the Hbf area also so that on departure day I don't have depend on wheels to get me to the train station, ie take the stairs into the Bahnspassage. Several small hotels and Pensionen are located on Goethestrasse and Schillerstrasse.
Now, on the Bayrischer Strasse exit side of the station, ie, the side where the Burger King is located is a sausage stand (Imbiss). It's located just before short steps leading into the station. That Imbiss stand sells juice, pommes frites and different types of Wurst, among them the Bratwurst....good prices.
The 2nd site is inside the station itself in the area where the train platforms are. It sells juices too, but the price for the Bratwurst is higher than the outside Imbiss stand.
It depends on where you are. Take the underground passage that leads to the Karstadt dept store for good cheap eating but get there before 6 pm or earlier...don't know exactly when they begin packing up to close.
You could stay close to the station by walking over to Karlsplatz (Stachus), ie, one stop after Munich Hbf. The underground passage in the Karlsplatz station has eateries to choose from.