They have sambal on board the ships; if there's not some readily available in the dining room, they can get you some from the crew galley.
On the Magic's EBTA in May, I found the build-a-bowl station tucked in next to Daisy's (where the wraps, paninis, and salads are). On some of the days, they had a spicy ramen broth available, as well as FRESH (seriously fresh chopped, not pickled) jalapenos. Between the spicy broth, the jalapenos, and some squirts of lime wedges for heat-enhancing acidity I was able to cobble together a nice noodle soup bowl with a decent kick to it.
In the past, I've brought my own jar of sambal with me. Most recently, I did pack sambal packets in my carryon. The problem I had with them is that it's tough to squeeze out completely from the packets; the seeds keep getting stuck behind.