I bet you a thousand dollars, this is less healthy for you, but no one's shitting the bed over them.
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First the mere thought of eating one of these Double Downs makes me wretch...not because I'm a health nut either. It's just nasty looking, but that's JMHO, YMMV.
Second, nutritionally, it's on par with all other fast food, with a slight break in the carb count, but that's all..a slight break. The Double Down has 540 cal/32g fat/11g Carbs. The Grilled Double down has 460/23/3g carbs. By comparison:
1/4lb with Cheese has 510/19/40g Carbs
Big Mac: 540/29/45g Carbs
Chic-fil-a Grilled Chicken Club: 410/12/39