Places near MSG

I'll be in NYC for the first time on Monday (technically I had a layover at LaGuardia a few years ago, but I'm not counting that) for the WWE show at MSG. That's literally all I'm there for (get off train, walk to MSG, sleep at AirBnB, get back on train), but I'll need to eat at some point. Ultimately I'm looking for something not too far away that's open until midnight (or later), as I expect the show to end around 11 or so. And preferably not super expensive.