It's a problem I have as well.
I can tell you that the last time I ordered a Vegetarian meal in first, I got the same as the Y veg (a dried out ravioli dish), but on a plate.
Since then, I have picked from the menu - tends to be on the bistro part of the menu a veg option. In my experience, no veg main at all.
Failing that, I have asked what the CW veg option is.
As pgppetch mentions, there tend to be very good dining options on the ground in the lounges. I also thoroughly echo the recommendation of eating in the Cathay First Lounge restaurant in HKG - had a great meal there before my last flight.
Suffuce to say though, I have never gone hungry even if you do have to pick and mix a little bit.