I have a recipe for pumpkin bars and oatmeal pumpkin cookies, they both call for A LOT of vegetable oil. How can I replace the oil all together or use it in combination with something else and not have to use so much oil?
Look up oil to butter conversions. I believe that you can substitute butter or margarine for the veg oil, but the measurements are not 1:1. You could also use shortening, but again, look up the conversion chart for this fat as well.
I agree with jaykayen about the apple sauce. It's pretty commonly used to replace some or sometimes all of the oil in a recipe. I would opt for the partial substitution. Google "baking applesauce substitute fat", and you should get an idea on substitutes. Here's one page: http://www.ochef.com/225.htm