OK so I don't know too much as I'm of the lucky ones who iron has always been OK. I do however have a book about vegan nutrition out from the library atm so will cope and paste comments from that
To help ensure iron intake, supplemental iron at a rate of 30mg/day (60-120mg/day if anemic) starting at the second trimester of pregnancy is generally recommended So you could have a look at the amount of iron in your supplements.
Even if you are using iron supplements, it's still a good idea to include plenty of dietary sources too! Legumes, tofu, nuts, seeds, dried fruits, whole and enriched grains, and dark greens are great choices i.e. stay away form processed foods and go back to basics, I tend to do this anyway as I don't like jarred or processed foods.
Eating these foods with a source of vitamin C will improve absorption considerably, and cooking in a cast iron will help increase iron content of food. To help ensure good iron status in pregnancy, avoid tea and coffee with meals, as they are high in tannins which interfere with iron absorption
The following is a list of the iron content (in mg) per serving of various foods. Just to get an idea of quick snack foods that might be good.
Vegetables: Mung beans (1), Broccoli, raw (0.8), Kale, raw (1.1) Cauliflower (0.2) Mushrooms, cooked (1.4) Spinach (0.8) but contains oxylates which inhibit iron absorption, Squash, cooked (0.2) Potato, baked, med (1.7) sweet Potato baked med (0.5)
Legumes/Tofu: Aduki Beans (4.6) Black beans (3.6-5.2) Chickpeas (4.7) Lentils cooked (6.6) Soybeans (8.8) Tofu firm see label (1.8-13.2)
Grains Oatmeal (0.8) Quinoa (2.1) Rice white (1) Rice brown (0.5)
Nuts/Seeds: almonds (1.4) cashew (2.1) Flaxseed (1.9) Pine nuts (3.1) pumpkin seeds(5.2)
Fruits: Apples (0.2) Apricots dried (1.6) bananas med (0.4) orange (0.1) figs dried (2.1) prunes (2.1) strawberries (0.3)
Animal foods:Milk (0.1) cheese (0.1) egg, medium (0.5) mince beef 2oz/60g (1.1) chicken (0.6) cod and salmon baked (0.3)
Sorry that was bit long but hopefully of some use.
I don't know if breakfast cereals are fortified with iron or not.