Branston's favorite is pepper, Junior's is lettuce, Rodney's is cucumber and Delboy's is lettuce aswell.
Some other veggie's you can try are:
kale, corn on the cob, parsley (always a big hit), celery, apples, pears, green beans, tomatoes, blueberries, strawberries....that's all i can think of at the moment. Becareful not to give them too much fruit because it can be quite acidic and corn on the cob is quite fattening, so not too much of this either.
HTH- there is a really good list on the forum about veggies to feed and what's good/bad, i can't find a link though.