Generally, the answer is "yes" -- you do have to get the whole meal at one time.
Each eatery could perhaps consider offering a way of "coming back" for a dessert item, through a mechanism of their own choosing. A few have in the past. There isn't enough information available to have established any pattern, no indication whether the practice has increased or decreased in incidence, and no way to know whehter or not anything that has changed recently might affect the ability for each eatery to consider making such an offer. So while it might be something to ask about at each eatery where you would like to do that, make you plans based on an assumption of not being able to do so.