A sandwich is a common food item found both on Earth and elsewhere in the universe, composed of two slices of bread with various other pieces of food kept between them.
In "The Nightmare Begins", the Almighty Tallest try to get Zim to stop bothering them at the Great Assigning by bribing him with a sandwich that Red had on him, but it doesn't work. A scene removed from the production would have had Zim using the sandwich during his fight with the Digestor, giving it the sandwich and sending it happily on its way.
In "Backseat Drivers from Beyond the Stars", when Zim is trying to convince the Tallest to come to Earth to see his latest plan in action, he mentions that he's made sandwiches for them to snack on.
In Issue 10, when Zim and GIR are flying to Sylvestra to catch a Snarl Beast, GIR reveals he's made and brought along a lot of sandwiches. Zim panics, as the Voot Runner wasn't designed to carry that many sandwiches and might explode.