I do not profess to be an expert but ,as a rule, I grill. If I fry I tendto use Olive Oil or Butter.
I am led to believe that heating oils can affect the qualities so I tend to grill where possible. Similarly be careful not to burn the food as I think this is not recommended either.
You will get fats after grilling but not to the same extent and
remember you do need a certain amount. Hope this helps and I
any other comments from other members welcome.

JD