Is there any substitute for butter (or oil) on puff pastry?
No. An edible organic liquid that does not dissolve in water, almost by definition, is an oil.
That's not the important thing, though. Substances like mineral oil are edible yet non-nutritive; they pass through the body unchanged and would be compatible with any dietary condition. The problem is that, because they are not digestible and not water-soluble, they, ah... lubricate things. Down there. The amount you'd have to use for puff pastry would cause some real digestive issues.
Bottom line: there are no straightforward non-nutritive substitutes for fats and oils which do not cause diarrhea or loose stools.