And yep, a lot of pre made pastry products like Jus Roll are vegan....it's all veg oil.
And ....from a friend who works in the food processing industry....
The cross contamination issue is interesting, as it depends on whether it's an allergy/ a moral thing etc etc.
Basically, when a big food factory runs a "line" of something, lets say cheese and onion pasties, they then will put on a new line of, lets say vegan pasties.
Whilst they clean the belts/ovens/belts etc between lines, it is not always very thorough, and there is a risk of "cross contamination".
In theory this is v v bad.
In practice, what it means is, if you have a severe dairy allergy, where even the slightest trace of cheese is dangerous, it might be best to avoid.
However, in terms of ethical vegans, and this is direct from friend in said industry there is likely to be as much of a trace of insects in your product (there is a legal "limit", which isn't 0!) as there is dairy.
HTH