Moral Holiday

Ok, so here is one we can all enjoy.

I am what I like to call a "moral prude". Maybe its because of my Catholic upbringing. Maybe I just overanalyze. Either way, I either a) Think a much greater percentage of decisions in life than other people are moral decisions (for example, buying things), or b) have values vastly different than 97% of people in society. This is not to say I am a better person than 97% of other people, or that my values are completely and utterly right (though I obviously think so, otherwise I would change them). I do things I consider to be immoral everyday. Constantly. I am no better of a person than anyone else I know, but I am just talking theoretically here. Many things I consider to be immoral are just a non-issue to other people, and it makes me feel like an asshole for even bringing them up.
Obviously, trying to live up to my own moral standards is implausible at best. And it is very stressful to go against the grain all the time, especially when 'the grain' is the very people you love the most.
But lately I have been trying harder to gradually shift to the lifestyle I think I should be living. I am going to try to start hardcore recycling again. I am trying to ensure that I don't buy anything that comes from sweatshop labor. Eventually, I want to buy food that doesn't support terrible things in other countries and near-slave labor. It is a slow and tough process, especially when one feels alone in the process.
Anyway, with all the stress that is building up I don't want to explode on friends and family, accusing them of not supporting me and surrounding my life with immoral behavior--because that would be the stress talking. But I also don't want to give up and just go along with social norms because its easier that way. I for the first time in my life am working with a normative ethical theory that I believe in. I don't want to throw it away because its inconvenient.
This is really all a preface to my real question: Is it ever justified to take a moral holiday? I realize that no matter what we can't always be moral, but is it ever moral to allow yourself to be immoral?
Let's say I quit eating fast food because it creates a large amount of unnecessary waste. Am I ever morally justified in eating at Hardee's because a group of my friends is going there and I am hungry? Wouldn't it be arrogant to just say "Oh, I don't support this place. I am waiting in the car." Or is it the same (though far less extreme) than waiting in the car at a whorehouse or something standardly thought of as morally worse?
I do not know of any philosophical literature on this, but I would be interested in reading some. But I am also curious to see what you have to say. What do you think?