Wow - thanks for all the suggestions. I'm sure there will be something in there that I can try. Unfortunately they won't touch salad or soup or dip anything (I didn't think they were that fussy, but now that I write out all the things they won't eat they really are!), but I will definitely try some of the other things.
Cheese scone recipe:
100g (4oz) self-raising flour
50g (2oz) plain or wholemeal flour
0.5 tsp baking powder
0.5 tsp mustard powder
0.5 tsp salt (optional)
25g (1oz) butter
100g (4oz) cheese grated (I used goats cheese because E can't have dairy - I think M likes them better than cheddar ones too)
1 egg
2-3 tbsp milk
Preheat the oven to 200C/400F/Gas mark 6
Mix the flours, baking powder, mustard and salt in a large bowl. Rub in the butter with your fingers until the mixture resembles breadcrumbs. Add the cheese and mix. (I do all of this in the food processor and they turn out fine - and it's much quicker!). At this point I add the veg: tomato puree, spinach, peas, sweetcorn, mixed veg - basically whatever you like. I cook it and puree it then add it to the mixture. Once it's all mixed up, I add more flour until it is back to a sensible dough consistency - it requires quite a lot of flour to dry it out a bit. Then mix the egg with a little milk and add it gradually to make the dough the right consistency - because I put the veggies in, I never use more than half the egg and sometimes less. If the dough is too sticky you won't be able to roll it.
Flour the work surface and roll out the dough - however thick you want. I tend to go for fairly thin to make lots of scones, then we cut them out together - we have about a million cookie cutter shapes so the girls get to choose what shaped scones they get. Put them onto a greased tray and cook for about 10 mins - you have to decide when they look done.
If you want to make them look fancy, you can brush the tops with milk and put a little grated cheese on each one, but that's far too much faff for me!