Livre d'Or

If you're looking for fancy restaurants that are good for vegetarians and especially good for puddings, then I doubt you could beat Vanilla Black - all of their food is good, but even though I'm not usually a big pudding person, it was by far an away my favourite course there.

For somewhere the next step up the scale, I'd recommend Hedone. I took my housemates there recently, and it was mind-blowingly good, with really good veggie options - two of which I actually thought were better than the omnivorous ones.