fruit cups, pastries and cupcakes are fantastic to take for later or next morning's breakfast but only if you are heading back to your resort pretty quickly. We do that if we are eating at our resort or heading straight back but if it is midday and we are staying in the park there is no point in trying to hold onto a cheap dessert. Some cs desserts are so rubbish that you are definitely wasting your time
The only time we ever asked to hold a dessert for later was at a resort QS when it was ice cream that would melt if we took it with the meal. Then they only let you come back within a certain time frame - I think it was an hour. Otherwise, I think you wouldn't be able to.
You have to use the dessert entitlement at the time you order your meals. At some resort food courts ice cream is a dessert option. You have to tell the cashier you have chosen ice cream and s/he will mark your receipt with a time limit (usually about an hour) to come back and get your dessert. Otherwise many of the desserts are pre-packaged and can be saved for later, but you will have to take it with you at the time of your meal. At many CS you can also request a bottle of water in place of the dessert.
I've never had a dessert held but at the Plaza, they will allow you to get a milkshake at the end of your meal in lieu of a dessert. We didn't exactly feel like eating a full dessert after eating, but walking around in the heat with a milkshake afterwards was nice.