Olestra is not currently permitted in the UK at the moment. Olestra is a sucrose polyester that is a fat substitute which is used in desserts, biscuits and cake. Olestra is not absorbed into the body and so calories are saved here. The depletion of fat soluble vitamins is being assessed before it is released in the UK.
Another calorie free fat product is Simplesse which is made from milk protein. despite it's creamy taste it is only 1 calorie per gram which is far lower than both fat (9 cal per gram) and sugar (3.75 cal a gram).