I don't know how old your son is, but for our milk-allergic son we used peanut
butter and olive oil as two "fats."
Actually, I think they're both healthier than milk fats.
In addition to peanut butter-jelly sandwiches, there's a slew of ways to use
it -- from cookies to peanuts in thai food.
He loves pasta with olive oil and garlic. And garlic bread with olive oil
(instead of butter).

Hope that helps!

Rose