One interesting place if you have a spare hour or so which was briefly mentioned in a previous post:
There's a food court kind of place called "The French Market" less than a 10 minute walk away. It's located below the Metra track platforms at the Ogilvie Transportation Center. It is NOT part of the Olgilvie Food Court (which BTW has more options than the Union Station food court).
Two ways to get there:
1. Walk North two blocks on either Clinton or Canal and go in the main Ogilvie entrance on Madison. Then take the escalator up to the Metra tracks on the second level, go through the doors to the train platforms (access is not restricted) and then walk North on the platform to a concrete stairway that goes back down to the street level.
2. If the weather is nice, it's simpler to just walk North three blocks on Clinton going just past Washington Street, and the entrance is on your right directly below the elevated tracks.
Among other options, there's a French bakery there that sells the best almond croissant and/or chocolate almond croissant you will ever have in your life. Go earlier than later because they will sell out.
With a little more time to kill, there's a bucket-list burger joint named "Au Cheval" nearby at 800 W. Randolph St.
Google it to see if it's your kind of jam.
An decent option to hang out for a while and have a casual cafeteria-style breakfast is The Corner Bakery only half a block away on Randolph (unlimited free coffee refills!).