I'm just going to start by saying that I'm underweight (maybe I'm normal weight now, but barely).
What do you consider unhealthy food? If we're talking pizza, burgers, fries and some kinds of meat then I have to say I only eat those around once or twice a month, and only because it's the best alternative at the given time (say, for example, doing a school project with other people, going to McDonald's is faster to order and eat). The rest of my meals are home-cooked and even though they're not 100% healthy and full of vegetables, it's still a rather healthy food. My mum cooks it though (and most of it tastes pretty well) so I should learn the recipes before I start living on my own hehe. I guess having healthy food freaks at home helps (my dad and sister).
I never really have any unhealthy food urges (maybe pizza sometimes...) for two reasons: the first is that it's too much work to get those foods (as an avoidant I avoid ordering or going out of my way to eat that food; it's much easier to just go to the fridge and heat up something my mum cooked). The second reason is that I'm not much of a food person; I dislike most types of meat and delicatessen (I don't even like bacon except in a pizza maybe), condiments, etc.
A suggestion I'd like to make to you is to try and create an environment where eating unhealthy food gives too much work for you to bother. You don't need to have everything cooked by yourself, you can have those pre-made meals at a supermarket (as long as they're reasonably healthy). I think that for people with social anxiety it's easier to make it hard to get unhealthy food, since you'll probably have problems with ordering it or leaving your house just to eat it (assuming you don't buy unhealthy food when doing groceries).
Anyway, I hope I can be of some help to someone.