As a general rule, nothing you can get at a restaurant besides vegetable side dishes is healthy healthy. Fish is pretty good but you have to order the right stuff (non-fried/cod).
It doesn't take a rocket scientist to know that "chicken fingers" are deep-fried in oil and has lots of saturated fat. In fact, most of the time it says right under the header of the item, "deep fried" or "batter". If you want cholesterol, just get the eggs. If you want sugars/saturated fat/calories, get the desserts. Need I say more?
MSG is actually something that can cause allergic reactions like drowsiness in people, sort of like peanuts (which often prompt more serious reactions). That's why it's labeled. AFAIK no one has allergic reactions to saturated fat, mostly just fat cells and if you want to prevent that then ordering chicken fingers with onion rings is a bad idea.
And honestly if you're on a diet, what are you doing in a restaurant? That's the last place you want to be unless it's your cheat day (which you do need).