Porridge made with oat milk (or other non-dairy milk).
Depending on how strict a vegan, they might be OK with tomato or vegetable soup, but be aware many soups do contain dairy ingredients, so aren't actually vegan even though you'd think they are.
I've shot with vegan models a few times. Some are actually OK using custard as long as they are not eating it. Expect them to want to carefully study the ingredients list of any foodstuff you want to use. Sticking to gunge and/or liquid sugar products like golden syrup is probably the best / easiest approach.
Porridge made with oat milk (or other non-dairy milk).
Plus one for porridge, although I wouldn't bother with any kind of milk at all. Make it with boiling water, it will thicken nicely but needs hours to cool. We use the method on Candy's website and the results are great.
I've found that vegan dairy-free cream, custard etc is every bit as good as the "real" stuff for wam purposes, with the added benefit of no lingering dairy smell.
As has already been said, check the ingredients first, but I don't think veganism is an obstacle to messy fun at all!
pureed tofu (add soy milk as needed) makes a very good pie filling; for cream: pistachio or almond nut cream* is great (thicken with powdered sugar).
* if making the cream yourself, the nuts have to be soaked for a couple of days (in a jar) to get rid of the nut husks/'skins', then you strain out the husks and puree them, add powdered sugar to thicken or a little bit of water (or oil) to thin.