I replace half the oil required in things like brownies with an equal amount of apple sauce or other fruit like prunes made into a sauce.
Nobody ever notices, except that the finished product is much moister. If I made things with all oil now they would say it was dry.
You don't have to give up deserts, just look at the ingredients and see what little things you can do to make it healthier.
I have also found that many recipes can be made with less sugar than a recipe calls for. Go slowly, remove 1 tsp at a time from the recipe, which will give your family a chance to adjust and they won't notice. You'll know when you've reached the point where you need to stop, or maybe need to back up 1 teaspoon.