"Yes. We could put it into the cells below and destroy it there."

By we she means you, because Vega won't be doing that. If she is to be be part of the cohort who collects the doll she won't be touching it then, either.

As for talking her into a deal—

"We should ask around for somebody who could truly connect with her over this... thing she has acquired, with the end goal being to offer a trade. I'm sure we could find some old thing lying around here that also looks like it could be possessed. Perhaps we could take hair from one of the horses, or feathers from the griffons and make our own horrible little object."