Lara bars are on the pricey side (and are a bit high in fat for actual during-sports use, in my opinion), but I believe they are vegan and they are definitely tasty.

They are made almost exclusively of dried fruits and nuts -- it would probably not be too hard to make something like this at home, as long as you have a health food store that sells dates in bulk (do they sell dates at the grocery store? I feel like either they don't or they're sold in small expensive containers?).

This is messy, but pitted medjool dates stuffed with cashew butter are way yummy...