Visited it quite a lot because i was sure they have vegan options. They had 4 different flavors with soy milk: pistachio, hazelnut, chocolate and vanilla(as far as i remember). Hazelnut was definately THE BEST! They also had fruit gelato which did not contain animal products either. I really enjoyed my trip and this was one of the reasons why!
P.S. Blue ice gelaterie has many more shops all around Rome. There is one near Trevi fountain and St. Peter's Basilica. I also visited one just wandering somewhere in the streets of Rome so i can't exactly remember the location. Sometimes the smaller ones didn't have all of the soy flavors i mentioned but they always had at least two of them.