Please don't beat yourself up; no one is perfect, and change takes time... the fact that you don't feel good about that choice shows that you're still on the veg path in your head. It feels good to be true to your own ethics and values, and bad otherwise! Over the course of your lifetime, you'll have lots of chances to get your inner values in alignment with your outer actions -- don't give up, and it will be easier each time. :-)
If I may offer some unsolicited advice... it's really hard to stay veg*n on an unhealthy diet... it will be easier AND healthier (and you'll feel better!) if you're careful about eating balanced whole/ real foods vs processed junk, be sure you're watching b12/omega 3's if you're eating vegan, get plenty of healthy fats like avocados/ nuts/ seeds/ healthy oils like hemp/flax/walnut/olive/sesame/almond oil, and be sure to eat enough calories for your body's needs... sorry if I sound preachy, I don't mean to! But it really does make it easier and more fun eating veg; and I think you'd have an easier time making your thoughts and actions match, that way, so you wouldn't 'cave' and then feel guilty. The other thing I think helped me the most was simple knowledge: the more I learned about the meat/ egg/ dairy industries, the less it looked like food to me (and the more it made me go 'ew')... makes it SOOOO easy to be hungry for other things! So definitely: seek out all the info you can about why people choose to be veg*n -- motivation makes everything easier!
Message me if you'd like some links to specific articles about shifting towards healthy veg eating, 'knowledge-is-power' media recommendations to keep you motivated, or helpful veg*n nutrition resources!
I think you're doing great -- just trying is more than most people do. It really does get easier the longer you keep at it. Don't stop trying! And you'll see what I mean. :-)