Jen pointed out (in comments) that there are dietary requirements for many of her Brownies. There are a few in mine, but no vegetarians.
For my Halal req Brownie we used profiteroles (without the cream filling) - I tried it and it tasted nice. Just like you'd imagine dry profiteroles covered in white choc might taste. It also looked quite good but was much more difficult to do as she had to dip each profiterole in the choc and roll it around, then skewer it and stick the 3 lumps together at the top of the stick.
As to our milk and egg allergies - they can have the things IN stuff... and there actually wasn't anything in the marshmallows other than the gelatine (which clearly would rule out veggies).
For the nut allergy I checked EVERYTHING but there was no 'trace nut' warning on any of the items.
The Marshmallow Snowmen came out like this:
I ate most of mine... it was so sweet it made me feel sick! I binned the bottom marshmallow.