Couple really good highlights for a vegan were:
Vegan Delight Bunny Chow by Bunnymans. South African traditional chilli served inside a hollowed out loaf of bread. Super filling and nutritious. 10£. Hard to find vegan ones apparently!
Cinnamon rolls from an all vegan small coffee place on the way to west holts from pyramid. Really hefty and paid 6£ for one + a flat white.
And apart from these any of the rolls from Happy Maki are always a great choice although not the best bang for the buck at 10£. They leave you wanting a couple more bites.