It can be very difficult finding a good restaurant open between the hours of about 2pm to 7pm.
Vegetarians and vegans should have no problem eating in Siena as staff at Italian restaurants tend to be very accommodating. Try ribollita, a regional specialty vegetable soup. 100 percent vegan and delicious. Pizza in Italy (and authentic Italian restaurants elsewhere) do not use dairy products or eggs in their dough.
Florence - short bus or train journey from Siena.
Rome - ideal day trip to get a glimpse of Italy's capital. Train from Siena.