I would think the issue might be that they rise, but don't stay-- the egg doesn't actually make things rise, but hardens in place after the pastry or whatever has risen. That's why I was thinking gluten or some other protein would be needed. Albumen (egg protein) is an irreversable colloid. You'd need something comparable to get the same effect. The other ingredients you mentioned are colloids, but not heat-set irreversable colloids.
Evidently this is still a problem in progress. I liked the posts at this blog:
http://parsnipparsimony.wordpress.com/tag/egg-replacer/ Looks like there may be some very interesting posts to come.