There are lots of good places to eat nearby and most take the "buoni pasto" (lunch tickets) that Italian companies give to employees if they don't have their own subsidized canteen. (My tickets are due for the end of the month apparently). Some places are "convenzionato" with $work, that is, they'll provide a normal lunch first course (a pasta or rice dish) for the 4 Euro ticket price.
While in the UK it is considered fairly normal to bring a sandwich back to eat at your desk, it is considered pretty bad form here. And Italian good manners indicate that you will usually get invited to eat with your colleagues.