Hi taliesin, I understand that nuts are high in fat and cals, but they are incredibly good for you and a handful now and then would be very good.
Being pregnant I am trying to eat lots of iron too and find that the "easiest" sources to get it from (I got sick and tired of spinach leaves pretty quickly lol), are dried fruit, particularly raisins. One handful has approx. 100cals. I think that dark berries like blackerries are also high in iron.
Also, I don't know if you are already aware, but Vit C helps to absorb iron into the body so drinking a glass of orange juice with or after iron rich foods aids absorption. Tea has the opposite effect and hinders absorption into the body.
I think that some cereals, breads and shop bought juices are fortified with iron too, but you would need to check these out.
It's still very early and my head is a bit fuzzy so sorry if that all appears as incoherent babble.