I haven't had any problems with any sushi at all. Because it's a relatively controlled portion, and so balanced out with SF and fat-free ingredients (rice, nori, vegetables), everything... well, balances out.
I've even (gasp!) been able to eat the "sunrise rolls" at our local restaurant, which are tempura sweet potato pieces, rolled up in the middle of maki. I would NEVER be able to handle even a few pieces of tempura, but in such small amounts, it seems to be ok for me.
I have to admit that I've never had the fatty tuna, but I can't imagine it would be "worse" than something deep-fried!