The biggest problems with nuts isn't the fat but the high anti-nutrient content. Peanuts for example are high in lectins which induce arteriosclerosis (buildup of plaque on the artery walls), many are also high in enzyme inhibitors, and strong mineral chelators.
The best way is to make your own trail miz by soaking the nuts, then dry roasting them at low temps. Traditionally this was done in the hot sun (so 100-125 F). You have to be careful with some nuts like walnuts because they are so high in PUFA they go rancid quite quickly if roasted at high temps and they will burn, at this point the oil has been significant degraded.
The excess refined salt you probably want to avoid, and things like M&M usually are high in
trans fats to stabilize the candy at high temps.
Nuts when roasted last a long time, even if not refrigerated and most don't need to be refrigerated, so just make a large batch periodically.
-Cliff