You can just... ya know... give her a helmet to wear?
Basically any headwear you give her, she will put on instead of that bag. :shrug:
Well like I said, start of the game. The only helmets I have are hats, which don't override her tramp gear or like 2 DT combat helmets which she takes off everything they lose a point of DT. I found exactly what I was after though.
http://www.newvegasnexus.com/downloads/file.php?id=35598
Removes the sack and gives her a scribes robe without messing with anything else.
Not really related but I thought I should point this out in case people miss it. Veronica is bugged, she won't level up with the player. Here is a fix.
http://www.newvegasnexus.com/downloads/file.php?id=35124