As the PP have said, when at a TS meal, the options for a substitute for dessert are pretty limited. They will not allow you to substitute a side or an appetizer. Sometimes (mostly at Signatures) the cheese plate appetizer also counts for the dessert, but you have to ask your server if there any such options at the restaurant you're at. You can ask the server to help you identify which desserts will travel the best so you can take it with you (they can normally box up the dessert), but note that you'll need to get plastic-ware from somewhere else.
At CS locations, you're choices are usually a little more varied. You have to ask the person at the check-out counter, but as mentioned, usually you can substitute a piece of fruit or a bottle of water for the dessert allocation. I was allowed choose a bag of chips once (at a food court at a resort), so that might also be an option. In the end, you'll have to ask the CM at check out which items can be selected for the "dessert" part of the CS entitlement.