I know it's a basic question and of course it's what I do every time I cook. But I'd like to know in depth what the reasons are and the detail of how it affects heat transfer and chemical changes in food.
What are the reasons for sauteeing with fat
fatsoil
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The simple answer is no, you cannot convert monounsaturated/polyunsaturated fats into saturated fats through cooking alone.
Before I can even begin to answer in detail, I have to start by pointing out that "saturated" and "unsaturated" fat is already an oversimplification. These are very rough classifications of fats and the chemical reality is far more nuanced. I'd encourage you read the Wikipedia entry on Fatty acid for a relatively basic explanation.
Fatty acids are actually classified, chemically, in three different ways:
The existence of double bonds (CH=CH) somewhere in the molecular structure. Fatty acids with double bounds are unsaturated. Fatty acids with single bonds only are saturated.
The chain length (number of Carbon-Hydrogen groups). Another distinguishing characteristic of saturated fatty acids is that they are generally (maybe always) long-chain. The reverse is not necessarily true, however; not all long-chain fatty acids are saturated.
The configuration, either cis or trans. Trans fatty acids are not actually a different type of fat in the same sense as saturated vs. unsaturated; they are actually unsaturated fatty acids, just in a different configuration.
Although certain studies suggest that it is possible to create TFAs from edible oils with prolonged heat, it is also extremely difficult, to the extent that it's nearly impossible to do in meaningful quantities by accident. I will refer you to this study of heat-induced cis/trans isomerization which says that after 8 hours of heating at 180° C, the researchers found up to 6.5 mg of trans isomers per 1.0 g of oil, which comes out to a grand total of 0.65% by mass. This is practically nil as far as a home cook is concerned - these quantities only matter if you're doing commercial processing of vegetable oils, or maybe if you're using the oil for deep-frying and you reuse it dozens of times (far beyond what any experienced fry cook would recommend).
The study also says that edible oils (i.e. the ones you cook with) experienced less isomerization than other kinds. So really, the amount of isomerization you're going to get (conversion of the "good" cis isomers to "bad" trans isomers) is minuscule and simply insignificant as far as mainstream baking or frying applications are concerned. So forget about trans fats.
Can you create saturated fats? That would effectively mean breaking down the double bonds into single bonds. In order to do that, you need to add hydrogen (that's why saturated fatty acids are "saturated" - more hydrogen).
There's a name for this process, which you actually stumbled upon in your question. It's called Hydrogenation. It's adding hydrogen atoms to an unsaturated (double-bonded) fatty acid.
Hydrogenation requires a substrate (involving benzene or some other hydrocarbon), a hydrogen source (that's pure, dangerous, H2 gas), and a catalyst (heavy metal). My guess is that your kitchen has none of those things, unless you're cooking in a chemistry lab. So there is simply no chance for you to accidentally hydrogenate your oils.
What you really need to be more worried about with oils (unsaturated fats) is lipid peroxidation. That's the oxidative breakdown and, eventually, rancidity of fats, and polyunsaturated fats are particularly prone to this. Heat is a catalyst for peroxidation, so if you "burn" your oil (or other fats), you may end up creating the same sorts of free radicals normally associated with rancidity due to improper storage. The long-term effect of these free radicals is not firmly established but the consensus seems to be that they aren't good for you in the long term (cancer risk and so on).
So don't worry about converting your oils when you cook with them. It's practically impossible. You should be more concerned with overheating them or letting them go rancid in storage.
Very simple: don't burn the oil.
Different fats start to burn at different temperatures (called "smoke point"). This can be as low as ~100°C for unrefined vegetable oils. Butter is also low, at around ~150°C, which is below frying temperatures. Refined vegetable oils have very differentn smoke points depending on the plant they were made from, some starting as low as butter, and going up to around ~250°C (safflower oil, rice bran oil). Fats meant for deep frying (palm fat, clarified butter) are also around ~250°C.
So the two things you have to do is 1.Choose the right fat, and 2. don't let the pan get too hot.
From a nutritional point of view, deep-frying fats are not so good, so I'd recommend using a vegetable oil with a high smoke point. If you can find refined safflower, it's perfect, but if not, canola is also a good choice.
About the temperature, the easiest way is to measure it so you will know how hot the pan gets at any given moment. I use an infrared thermometer when frying, and make crepes at 200°C. If you don't have one handy, you could try heating a pan with oil on a middle setting for a long time (20-30 min), look if it smokes. If yes, let it cool down, and start again with a lower setting. If not, increase the setting and wait again. When you have found out the setting where your oil doesn't smoke, you can use it, or you can try one setting above (the first where the pan starts to smoke) because the room-temperature batter cools the oil. It is time-consuming, but you only have to do it one to find out the correct temperature.
You could use a nonstick pan, but the typical PTFE coated ones lose their nonstick layer at about 250°C, and a pan used for frying quickly heats much more than that. It is safe when used at lower temperatures, but you cannot fry crepes at 150°C. So unless you have a ceramic-coated nonstick pan (but not the type which disintegrates from hot starch in oil!) or you are controlling the temperature of the pan closely with a thermometer, it is better to use a noncoated pan.
If you want your crepes to taste like butter, don't fry them in butter. Instead, keep a cup with melted butter in a water bath near the pancakes. As soon as one is ready, take it out of the pan and use a glazing brush to brush it lightly with butter on both sides.
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Best Answer
When you're sauteing something, you want it to heat up quickly, so you put it in contact with a hot piece of metal. However, the food is not perfectly flat, so there will be a few contact spots and lots of pockets of air in between. This air acts as a very good insulator, so you will end up with a piece of food that is very unevenly heated.
If, on the other hand, you add some fat, this will 'fill in the cracks' and provide a more even heating of the foodstuff. (Fat does not conduct heat as well as metal, but much, much better than air.)
Also - fat tastes good.