If it’s once a week cheat meal, then almost nothing is really bad. unless you consume 50 grams of trans fat in one sitting. but that’s about it. a good consistent diet allows room for a cheat every now and then.
Off the top of my head, I would try to avoid like the plague ANYTHING that has either High Fructose Corn Syrup or any hydrogenated oil. I can cheat and eat some tasty stuff w/o ingesting any of that crap.