You know, I completely understand your dilemma.
I live in Wisconsin - Cheese Head Capital of the Planet.
It took me a while to not crave traditional cheese and other dairy items, but time and a compassionate commitment to animals have really helped me overcome it, and you will, too.
Never beat yourself up about what you eat, about how your journey in your personal Veganism is coming along. The best thing anyone may do for themself is to, in the beginning, be the BEST VEGAN you can be. Some folks begin by eliminating red meat, followed by the elimination of all the other animal products - one-by-one they will fall by the wayside pretty quickly.
What I've kept in mind is this - eating animals is eating flesh, and I do not care to ever eat flesh again, nor due I wish to ever eat animal secretions, i.e. - milk, eggs, cheese, etc. Also, and deeply important, I do not wish to cause pain and suffering to those without a voice.
A good investment, and it's not very costly at all, would be to have one of those lunch-sized insulated bags with you with fresh fruit and homemade bars made with grains, fruits, nuts, and seeds, or little bags of those nuts, fruits, favorite veggies, and healthy 1/2 sandwiches - I love avocado, roasted veggie, & tomato sandwiches on whole grain bread with a little Follow Your Heart Vegan Mayo. Or, a small air-tight container of Hummus packed with fresh veggies or Vegan pita slices/ chips - the combos are endless! I have to say, though, if you have store-bought Vegan treats in your pantry, it's okay to have a 1/2 or 1 cookie a day - don't torture yourself. It's okay to satisfy yourself in this way - you're not going overboard by having a healthy treat. If I make a batch of cookies or cupcakes, I share them so as not to have a lot of treats around and people truly appreciate the share!
Further, surf the Web for healthy Vegan bakery/ bar recipes, go to your local library for Vegan cookbooks, heck - even bring a pad of paper & a pen or pencil to a book store and look through Vegan cookbooks for a healthy treat recipe and just write it down.
Keep in mind, and realize/ keep looking forward to all the good, compassion, and peace your choices will be making in helping the animals, other folks, and especially our Planet.
Good Luck, Namaste, ...
remember, we're all in this together!
Carol[/color]