Please do not be offended by the title of the one linked below. It was the first that showed up when I searched, and I do not know whether it is helpful or not.

Some sources are more specific, i.e., narrowed by special dietary requirements like lower fat, lower carbohydrate, fewer calories, lower glycemic index, less gluten, higher fiber, and so forth. You may try running searches on "sodium substitutes," or "fat substitutes in baking," or suggestions for low-carb substitution," etc.

Here is a link that might be useful: Cooking substitutions

As KD posted, sometimes a book in hand is nice to sit back and glance through.
For an on-line reference that you could put on your bookmark bar or desktop for easy go-to reference, try using the Cooks Thesaurus. I just tapped in 'fat' in the 'find' box and applesauce is mentioned along with many other choices. It often has, i think, way more information than you really want, but once you get used to the format, i find it very useful and welcome all the choices.

Here is a link that might be useful: Cooks Thesaurus