Ordering room service during lounge areas can be a great way to do room service on the cheap.
Re a microwave you could ask if it was possible to have one set up in the room, but I'm not sure the request would be granted on a short stay (I know someone got a full fridge/freezer but they stayed a few weeks/months)
When we travel and want to keep costs down, we tend to pack rice cakes, dried fruit and chocolate - maybe you can choose a small snack that doesn't require heating?