I've never denied myself the treats but I really have worked at avoiding eating total crap. Its not fun but I really wanted to try to eat a balanced diet while PG not only for LO but for me. Once I got past the nausea of first tri I got on with it
I still eat choccy and yummy foods but also make sure I eat fruit and veg every day, also my protein and carbs. I don't eat pre cooked or processed foods much anyways, so not eating all that stuff while PG was no hardship.
If I have a sweet tooth for example instead of biscuits or choccy I have some natural yogurt with a mashed banana and a teaspoon of honey. Sometimes will add sultanas and a chopped apple and have that as lunch. Really yummy and filling.
Don't beat yourself up about it, but maybe try to find things that are still yummy to eat but not so crappy. Maybe try finding things like that that will satisfy your sweet tooth but are a bit better for you and LO. While PG your body stores more fat generally anyways, and often when pregnant we don't exercise so much so do put a bit more on.
My MW wasn't so worried about my weight gain while PG but said it was important to try to eat a balanced diet to ensure I took in the right nutrients and vitamins etc. I don't take vitamin supplements as I was told if I ate well overall my body would get all it needed for LO. Also natural vitamin intake absorbs better into your body.
There is the thinking that we encourage our childs eating habits while still in the womb and that as a child grows it will tend to follow its parents eating habits also as that is what they see and are brought up with. I decided to take that on board and it became another incentive for me to eat as balanced a diet as I can while PG. As to how much proof there is in this I cannot comment, but it became a good incentive
And once LO is here we'll carry on as we always have done with treats every now and again