Winter pudding has to be stodgy for me, so I get my pudding fix by reducing the amount of sugar and fat and standard recipes.
I've made this cobbler recipe replacing the sour cream and about 1/4 of the butter with low fat yogurt - turns out fine, and hardly has any sugar other what is naturally in the fruit.
http://www.bbc.co.uk/food/recipes/database/peachandblueberrysou_80530.shtml
Replace the fruit with whatever you've got hanging around.
Crumble can be made healthier by bulking it out with oats, and not adding sugar to the fruit.
Bread and butter pudding can be pretty healthy - butter and sugar can be cut right down, and just use semi-skimmed milk and no cream. You have to have the eggs, but they're good for you anyway.