More can be written on this. There is an FAQ entry about Roman snacking in general, but it doesn't mention eating at performances: "I'm sitting here eating chips. Did the people of the Roman empire have an equivalent of such snack foods?" by /u/samadhii . (The FAQ section is Daily Life in the Past / Food, Glorious Food / "What did people eat in X?" .)

There's also "What kinds of street food would of been available in Ancient Rome?" by /u/JDHoare

Rather more interpretive, but fascinating: "Ancient Roman hamburger wraps." by [deleted]

This is not to discourage discussion. Further questions, data, and debate are always welcome.