Can I use soy butter instead of olive oil for baking vegetables?
Put it on the vegetables not on the tray.

Anything not on the vegetables is wasted.  You can put a little bit on them then roll them around with your hangs.  Olive oil is good for roasting.  Just skimp on it.

You can bake with any bland oil.  I used to keep corn oil for baking.  It is cheap and flavorless.  Sunflower oil is pretty cheap too, and it has a little bit of flavor that I think goes well with baked goods.  That is what I was using until I used it up this week.