To answer your questions on what you're feeding now....
Carrots are very high in vitamin A, so unless you give them only a small amount ( think half a baby carrot ) they shouldn't have them everyday.
Good news you're taking the strings out of the celery, yay! But bad news is both romaine and celery are high in calcium and/or have poor calcium to phosphorus ratios. This means they shouldn't have them every day either. Some piggies never have a problem with this, but others can have excess calcium in their urine ( it looks like white powder/grit ) and possibly get bladder or kidney stones from it. Of my two piggies, one is never bothered by calcium, but my other will get calcium powder in his pee if he gets too much of a high calcium veggie.
Cucumber is great!
What is very important is you start giving them bell peppers for vitamin c. ( Like humans, they can't generate their own vitamin c, and must get it from food to stay healthy ) They can have green and yellow bell peppers everyday, and they absolutely love them!
For an example of daily veggies: my piggies get green leaf or red leaf lettuce, yellow pepper, green pepper, cucumber, sometimes a sprig or two of cilantro, and usually a very small piece of orange every day. Carrots, celery, apples, and watermelon are favorite treats a few times a week