I like those coconut puddings you get in the south. I think they're Taiwanese but no idea what they're called though. I also like bubble milk tea but not sure if that counts as dessert. Oh and don't forget the egg tarts. These are pretty good!

双皮奶 (Shuan pi nai). Kind of milk pudding typical of Shunde (Guangdong).

It was my Sunday afternoon snack when living there, along with salty boiled quail eggs, and I was having it it the place that originally create the recipe.

I dearly avoid normal bakeries. They make and sell just synthetic stuff. 

I like custard tarts if they have flakey shells, some pastry isn't good. I've had almost good cheesecake. I've ha some not bad donuts, but often to oily , same with cakes etc.

  I did once have a pizza with custard in it in the town of Liuzhou; that's kind of a main course and a dessert all in one if you think about it. Great time-saver too, except for the amount spent throwing up after eating the bloody thing.

Snickers, plain yoghurt, gummi bears

Fresh fruit.

Chinese-made Western-style cakes and pastries, and other local confectioneries are far too artificial.

How I miss real New York-style cheesecake or chocolate mousse, crema catalana or Mom's homemade apple pie...

I'm not sure if your city has these shops?

Dona Donuts. Best brownies and donuts.

Starbucks. Great honey and raisin scone.. tastes just like home.

Papa Johns. Apple crumble