We didn't have any problems doing just dessert at any restaurants we went to. I've heard rumors that one of the GF retaurants doesn't allow it because people were essentially saving the table for wishes, but other than that I haven't heard of any issues.
Personally I never feel guilty about doing just dessert at a place, nor do I feel guilty when I don't order dessert when I am there for dinner. Seldom do I do both in the same sitting. Now I don't go to a place and just linger forever over a dessert, taking up table space. I spend the same amount of time as I would if I had ordered the dessert after a meal, so for the restaurant and the server, it is a wash (and a server who is still attentive will get more of a tip for my dessert only than I may have given on a full meal).
As long as you aren't abusing the system, it shouldn't be a problem.