Are you at a consultant led clinic? I now have a pump, becasue I was getting frequent hypos...and with teh pump, half an hour before hitting the gym, I turn my basal arte down to 50% its normal rate. thatis teh beauty of teh pump, you can change the rates to suit your day, whereas once you jave injected that lantus/levimir...you have injected it!
Worth an ask...especially, if like me, one of the reasons you need to go to the gym is to lose a few pounds, then you really don't want to be having an extra snack.
Just a thought?