My definition of a guilty pleasure is something you know is bad for you but you decide to eat / do anyway. Like I'm a type one diabetic, so ideally unless I want to take masses of insulin to counteract the carb intake, which leads to weight gain and a whole spiralling raft of nonsense, I do well to avoid stuffing my face with chocolate cake every day. However occasionally I have a splurge and that could be described as a 'guilty pleasure' because it's bad for me, I know it's bad for me, but I do it anyway.
That however can't really be applied to anything else in my life because it's really important that you are just you and own anything and everything about yourself otherwise you'll be very worried and unhappy, so music, dress sense, politics, likes etc are unaffected by this.
Does that help you?