These are my favorite whole food cookies (I use butter since the fake stuff is, well, fake) http://www.kripalu.org/article/551#vegan
Kripalu's Almond Butter Oatmeal Cookies. And if one or two falls off the pan and crumbles, it is a great addition to your oatmeal.
I usually make them quite small, so they have about 95 calories each. And then I usually eat too many of them.
Prunes are meant to be decent fat substitutes as well. I worked out how to make a fantastic chocolate prune cake that year I was gluten-free (I'm also vegan), and it didn't have much added fat in it. Of course, I still need to stay off that sort of thing these days, I'm small enough that I don't have the calories to spare for desserts apart from fruit.