I could be wrong, but it seems to me that you are asking if insulin will negatively impact fat gain even when it is not active.
Like the other guys have already said, it probably isn't the best idea to intentionally add fats to your pre/intra/post workout meals when insulin is active, but if you are following my original, basic protocol, there are no added fats in it anyway.
Your pre-workout slin inject will only stay active for a few hours, so any time after that you can eat how you normally would. Insulin isn't going to have any effect on lypolysis when it's not active.
Besides, the reason some people add bodyfat when using insulin isn't because they have fat in their diets while the slin is active, but because they over-eat like damn hogs. As long as you don't eat more calories than what your body can use for recovery & growth, you aren't going to get fat when using insulin, even if there is fat in your sytem while it was active.
Think about it--the body releases insulin all day long in response to food (primarily carb) intake...and even though some BB'rs eat quite a substantial amount of both carbs & fat, they are still lean. This is because they aren't eating more calories than what their body requires. On the other hand, you could follow a diet which causes very little insulin release, yet be a fat-ass simply because you are eating way too much.
So, while I would avoid adding fat to your workout-based nutrition, I wouldn't fret over it either.