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I know you're looking for pre-made, but I thought you might like this recipe. It seems like the author really tried to replicate the texture of the cookie and the tang of the mascarpone with vegan ingredients: http://veggywood.com/2010/07/19/vegan...
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This site has a recipe for vegan lady fingers, although I cannot attest to the quality of it.
http://veggywood.com/2010/07/19/vegan...You really just need a crisp, chalky, plain or vanilla cookie or cake to dip in espresso.