well, in pancakes you could definitely sub applesauce since it's just a little bit. In cookies, if you replace all the fat, you end up with really soft/cakey things and aren't really worth making in my opinion. It works out much better in cakes and muffins, but even there, it helps to leave a few tablespoons of oil to keep from getting a gummy/rubbery texture.
you should check out the forks over knives cookbook because isa wrote the dessert recipes and the ones i've tried are really good. they tend to use nut butters and other sources of fat deemed ok by the forks over knives people. http://www.theppk.com/2012/01/raspberry ... -brownies/
and just as a side note, many health professionals do not agree with the anti-oil stance, so it might be worth to check out differing opinions such as this one from Ginny Messina who is a vegan registered dietitian and very knowledgeable http://www.theveganrd.com/2010/10/olive ... ocacy.html