For $S \subseteq \mathbb{R}^n$, let $f(S) = \{p \in \mathbb{R}^n\; |\;\text{d}(p,q) \le 1 \text{ for some }q \text{ in }S\}$.
In the thread
$\qquad$Given a convex set in a normed vector space, take a neighbourhood of it. Is still convex?
it was shown that if $S$ is convex, then so is $f(S)$.
It's easy to show that the converse is false.
But what about this question ...
Does there exist a bounded, nonempty set $S \subset \mathbb{R}^n$ such that the sets $$S, f(S), f(f(S)),...$$ are all non-convex?