To speak about desserts, you need the appropriate vocabulary.
  
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Biscuit - a thin, flat cake that is dry and usually sweet;

Bun - a small, round cake;

Jam - a sweet food made from fruit that you spread on bread;

Jelly - a soft but solid sweet food that shakes when you move it;

Cake - a sweet food made from flour, butter, sugar, and eggs mixed together and baked;

Candy - a small piece of sweet food made from sugar, chocolate, etc;

Honey - a sweet, sticky food that is made by bees;

Ice cream - a sweet food made from frozen milk or cream and sugar;

Cookies - a thin, flat cake that is dry and usually sweet;

Cake - a sweet food made from flour, butter, sugar, and eggs mixed together and baked;

Pudding - in the US, a soft, sweet food made from milk, sugar, eggs, and sometimes flour;

Sugar - a very sweet substance used to give flavour to food and drinks;

Chocolate - a sweet, brown food that is usually sold in a block;

Tiramisu - a sweet, cold Italian dish, consisting of soft cheese, cake, coffee, and sometimes alcohol;

Cheesecake - a sweet cake made with soft, white cheese on a biscuit base.
 
Examples.

We would like to try cheesecake.

Do you eat puddings for dinner?

My sister has bought a lot of candies.

Jam is my favourite dessert.