For anyone else that's struggling with this, I've found the best workaround. If you go into the S Health app on your phone, you can use the weight management app to set a target weight a calorie target, this will then allow you to look back on previous days using the 'trends' tab and see how many calories you burned. Why Samsung would think to have a dedicated wiget in the S Health app for things like floors climbed, but not calorie burn is beyond me, at least put it there as an option like all the other wigets!
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