You must know the correct way to use insulin to 'safely' get its 'benefits.' If you don't know exactly what you are doing - don't try it.
I only workout and use Humalog four days per week (always preworkout; never during the rest of the day). It's only active in my body for approximatley 4 hours. So, I'm not very concerned about my pancreas, which still gets plenty of work the rest of the day and week. For example, one day a week is a pretty heavy carb up ~ 750 carbs ~ and I don't use insulin at all that day and have zero issues.
The first time I used Humalog, pharma GH, & T3 together with 600 mg of Test EW, 300 mg of Deca EW, and 50mg Stanozolol ED, I gained 20 lbs over the course of a few of months. My diet was perfect at about 4000 calories per day (425P, 400C, and 85F). My bodyfat actually went down because I didn't put on any fat during the cycle. It was an incredible combo.
You can still take EFAs. I eat three-four tablespoons of Udo's Choice Oil throughout the day (one per meal). But, like tbombz said, you just can't eat any fat whatsoever while the insulin is active. It WILL be stored as fat.
The only people who get fat using insulin are those who don't know what they are doing.