Most airlines prohibit consumption of alcohol which isn't supplied by them, to keep things under control. It's nice to know European low costs don't have a problem with you bringing your own food as quite a few around here do. Drinks and yoghurt usually won't make it past security anywhere so if final screening is done at the gate you are out of luck.
Anyone who finds buy on board prices reasonable must be doing a lot of their food purchases at convenience stores or service stations. I buy from M&S or Waitrose food sections and look for stuff being sold cheap because it's close to the expiry date..