Yeah, all those are pretty unhealthy. First off, we teach our kids about healthy eating and making healthy choices. They are 4 and 5, but we have been doing this since they could talk, so they know what usually is and isn't healthy. They know if something has too much sugar/salt/fat.
However, there are ways to cook the same things in a healthier manner. Fresh homemade pizza with lots of fresh veggies, a little bit of meat and low sodium sauce, light mozzarella cheese for example.
When you make spaghetti sauce, add in lots of fresh veggies and herbs, I add in zucchini, onions, squash, mushrooms, garlic, basil and rosemary. You can get a store bought base sauce and beef it up with healthier options, look for one low in sodium and fat though. Ground turkey is much healthier than ground beef.
Google some recipes for 'healthy mac and cheese", "healthy homemade chicken nuggets" and those sorts of things. The basic rule of thumb, is the more processed (like velvetta) if it comes in a box or can, it likely isn't very good for you. Check the sodium, fat and sugar content on the backs of packages, the amount of sodium and fat in some of those things will floor you.
Cook in olive oil, it's healthier. Bake, grill or roast instead of fry. Steam or saute veggies instead of microwave. When baking, substitute applesauce for oil and reduce some of the sugar.
My veggies are really good. I usually do this with zucchini/squash or asparagus or fresh green beans. Add a bit of fresh onion and garlic to a med-high pan with a little bit of olive oil. Stir for a minute. Add in my medium sliced veggies, (I cut the asparagus to like green bean sized cuts). Saute over med high heat. or until cooked through. Add some salt and pepper for taste. I like to add about a tablespoon or two of Smart Balance butter since it's a little healthier. My kids like to dip veggies in Girard's Light Ceasear Dressing.
My kids don't get any treats unless they eat the majority of their vegetables and food. Sweets for us are sometimes brownies/cookies/ice cream (but usually only once a week), but usually include a fresh fruit, maybe dipped in honey, whipped cream or peanut butter for a fun kick, especially good if served over angel food cake, or pretzels lightly dipped in melted semi-sweet chocolate chips, fruit smoothie, yogurt, applesauce.
Healthy snacks for during the day: yogurt, string cheese sticks, apples in peanut butter, celery with peanut butter spread on top and topped with raisins, baby carrot sticks and dip, hard boiled eggs with a little bit of salt and pepper, pretzels, cottage cheese topped with fresh fruit, cheese (not kraft singles stuff, but hard cheese cut in slices) on crackers, trail mix, bananas or any other fresh fruit, crackers dipped in hummus...
Now, we eat pretty healthy, but every now and then, especially during my pregnancy when I feel like poo, I do a lot more mac and cheese/pizza/canned ravioli and stuff like that. But overall, introduce healthier options and work with your kids in adjusting to them. They can still be super yummy with the right flavorings. If they don't eat, we have a rule where the kids have to take either 3 monster sized bites, or 10 small bites (really it's the same amount of bites). They usually end up eating the 3 monster bites and it cleans their plate pretty fast.