If you're trying to cut body fat, it isn't ideal, because as you say, it's calorie dense. But in the last few days of a weight cut, most people are concerned with water weight, not body fat. You're not going to lose much more than half a pound of bodyfat in the last 2-3 days.
So the keys there are low sodium (water retention), and energy-dense foods that don't weigh much. In terms of food, it literally becomes a matter of what is weighing you down in your gut. Bowel movements can make or break your weigh-ins, believe it or not.
It's very common to see people eating nuts, avocado, and dark chocolate just before weigh-ins for exactly this reason.