you can mix the veggies into anything. or give her boiled soft veggies in one of those little netting feeder things for babies... they are awesome!
as far as sleeping, this is normal for an infant. do your best to be accomodating and sensitive to his needs, trust me, in about a year, you will be glad for the close connection - its easier to know what your toddler needs and why shes having a tantrum when you know your child so closly! :D the way to get close is to stay close now and do your best to follow your heart and your instincts with your child. i found that sleeping with my son until he was around 15-17 months old, for at least part of the night, was helpful and important if i wanted to sleep. NO, your child will not want to sleep with you forever. only you will know your child. there are no rules for parenting.. they are all different because each child is different!
anyway, again, this is normal and common, and try not to make your sweetie cry it out - theres various reasons that this does NOT work, even if it seems to work on the outside. what you teach her is that you dont respond to her when she needs it. :D again, this grows that connection that you will want to have in a year or so... knowing why your toddler is having the tantrum... WOW. its incredible. :D