Applesauce can be substituted for vegetable oil. It contains less than half of the calories and almost none of the fat grams. It's also very, very easy to make yourself.
Cut, peel and core apples of your choice. Place in a pan with 1/4 to 1/2 cup of water and 1-2 sticks of cinnamon. Bring to a boil, reduce and simmer for 20-30 minutes. Remove cinnamon sticks and mash. You'll have unsweetened applesauce to be used in your favorite baked goods recipe.