We have actually said something before we sit down. What we have done on the last three cruises, we go on the first night and tell them we want to pre-order from the vegan menu for the following night. We skip the dining room on the first night and just go to the buffet. It works out good this way for us.
You should be able to do this in any dining room. We were told our order was put in a computer if we wanted to go to a different dining room. We tried to stick with the same dining room and the same waiter though, but it didn't always work out that way.