It is impossible to select special meals online, at least for this reservation. The only meal-related information on the web page for this booking is "A la carte dining - A la carte dining is not available for this route."
But your post inspired me to look up the reservation on the Lufthansa website, and indeed it shows a veg meal request for both legs USA-ZRH-ATH. Oddly, it doesn't show for ATH-ZRH.