The only vegan options here are the juices, granola bars, fruit cups and bags of mixed nuts. None of the smoothies are vegan (they all contain Skyr, which is a type of Icelandic yogurt). If you are vegetarian, you will find a few additional items here (cheese sandwiches, cups of yogurt and the aforementioned fruit smoothies).
Personally, I would recommend eating as little as possible while inside the Blue Lagoon. Instead, save up an appetite for Lava Restaurant.