You know, I have not had shortening in my house in at least ten years, but I don't recall the substitute right now.
My favorite baked snacks as a child were
homemade fig newtons (or apricot, or any dried fruit as filling), and
homemade snowballs (yes, those chocolate cakes filled and rolled in marshmallow coconut).
I have quite a few sugar-free dried fruit/nut candy/cookie recipes, and lots of peanut butter (instead of oil).
If your DD likes apricots/coconut/nuts, make apricot slims. BTW, you can make your own sweetened condensed milk that is fat free, sugar free, which makes lots of those forbidden recipes not so forbidden
