Best vegan substitute for egg wash
You could always try using vegetable, corn, or light/regular olive oil, vegan margarine, or light corn syrup thinned with a bit of water (to prevent over browning):


Wikipedia - Egg wash
Yahoo answers - Vegan replacement for egg wash?


I also saw something here that mentioned the use of soy milk, but you said it didn't brown well. If it didn't brown at all, then it is most likely because you were using unsweetened soy milk (remember, sugar browns when exposed to heat).