Is there any way to stop eating unprotected food in from my unit in P&S?

No there isn't unless you get rid of the Troops.

They won't consume food though if there isn't any available so the best option is to make use of the alliance warehouse whenever you find yourself with a surplus of food. Send as much as you can to the alliance warehouse for storage (there will be a daily maximum you can send).

When you need to use it for an upgrade you can retrieve as much as you need.