I eat everything and I lose weight here. But, at least for me, the key is exercising. I'm really active here and lots of people are - you see all the people at the gym and running in the parks, etc - they're all working off those alfajores, medialunas, etc.
Oh and to be honest - I'm not a dulce de leche person so 90% of the sweets I avoid here which helps as well.
But if you're gaining weight - I think the three key things to do are work out (net/net - you have to burn more calories than you consume, it's just that simple), cut out soda (or if you can't, drink diet soda) and eat smaller portions.
Personally, I LOVE meat (making up for some 30 years of not eating it before I moved here), LOVE bread and those two, along with fresh veggies are the basis of my existence here. I'll never give them up. I think giving up specific foods (unless you really just don't like it) is stupid. Diets don't work in the long run.