Ah allergies. My 2 1/2 year old is dairy and egg allergic, and parties tend to be difficult!
What about chicken with tomato ketchup and crisp coating (easy!). Cut strips of chicken breast, coat in ketchup, and dip into crushed potato crisps. Bake in oven for max 10 minutes. Be careful some ketchups contain gluten.
Breadsticks and houmous - can try having some carrot /cucumber sticks for dipping too.
Sandwiches (gluten-free bread) with soya cheese, soya spread and marmite/vegemite depending where you come from.
Carrot cake tends to be made with olive oil only.
The chef Giorgio locatelli has a daughter who is allergic to literally hundreds of things, and therefore has some great allergy friendly recipes such as his eggless, dairy-free chocolate cake, which can be found here...
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If using marg make sure its dairy free as lots contain milk solids/lactose. If the children can tolerate soya, pure soya spreads are usually the cheapest. If using oil, pure veg oil is probably the best as no real taste and not likely to cause problems! On the whole it would be the same amount of oil/soya spread but depends on what you are making if it'll work!!!
I have good muffin recipies, dairy and egg free bisuit recipies if you'd like them. To be honest, not so up on gluten free, but have numerous allergy friendly cookbooks - let me know what type of thing you are looking for and I'll try to find a recipie........