clocking out for lunch

I work for a corp, (LLC)that has several branches in several states. The headquarters, or corp. offices are in TN. There are only 2 employees in each office. We work M-S, alternating weekends and 1 day off each week.
My question, is concerning lunch breaks. We are required to clock out for 30 min each day, whether we actually get to take a break or not. We are told we can "run get something to eat" but we have to come right back to the office. There are times when the office is not busy, and we can actually sit down and eat our lunch, but there are also times that we have to work even though we are clocked out. I have asked my District Manager about this, and she says that my office is the only one that complains. I have talked to some of the other offices, and they have the same problem. I guess my question is this: Is it legal for a company to make its employees clock out for lunch, but not actually give them one? What can we do to make this right? Thanks