I eat lots of sugared things, and like you I bolus carefully for it and am usually fine. It's actually fatty foods that cause me problems, not sugary ones. With that said, I do eat all carbs in moderation...I read something interesting recently. If I were to eat a dessert that had 100g of carb and took 8 units to cover it, but the next day I had a 50g carb dessert and took 4 units to cover it...in both cases my BG should be fine, right? But apparently higher doses of insulin can "pool" under the skin and just sit there and not be absorbed as well. So the more moderate you keep your carbs, the more thoroughly the insulin will be distributed into your system. It makes sense, so I do try to keep my carbs at no more than about 70g per meal, ideally more like 50. And I eat lower-fat stuff when I can...I just try to eat a healthy, balanced diet with some splurges here and there. Bottom line, if your BG's are mostly good and your A1C's are under 6.5, you're in good shape.
Type 1 for 24 years, happy pumper for 5