Sundried tomatos will give them a lovely extra kick as well :)
You could do stuffed veg too, hollowed out tomatos, the top of flat mushrooms, peppers, potato skins. All would go nicely with cheese and onion.
Roasting some veggies in olive oil (eg pepper, onion, courgette, aubergine, mushrooms, vine tomatos etc...) in and making kebabs out of them makes lovely finger food.
You could also experiment with different kinds of cheese. Melted brie and mushrooms is delicious and you could use soft cheese as well on mini water biscuits.