When I said "bread pocket" I can't believe that I didn't even really think of pasties. Tuna pasties. Chicken pasties. Chiboreki (That's Khazakstani oil-fried ground pork or beef pasties, I had a neighbor who used to make them and they were delicious. I might have spelled them wrong, though.)
If you like Asian food, onigiri is a Japanese rice ball (with a bit of vinegar--and actually not a ball in the end but a trianglular prism sort of usually) that often has some sort of filling inside, like tuna-mayo, or chicken-mayo, or a pickled plum, and sometimes covered with singed nori seaweed leaf. Quite portable and filling. I'm fortunate enough to have onigiri molds, which make making them much easier. One problem is that they can get sticky if you hold them wrong, or fall apart if you eat them wrong.