It depends on what you view as a dessert, but there's really only 5.
Vanillite, Vanillish, Vanilluxe, Swirlix, and Slurpuff.
Others that could look like a dessert (if you're imaginative) would be Mega Slowbro (an ice cream cone), Tropius (banana splits, anyone?), and any of the fluffy white Pokemon like Altaria, Whimsicott, Mega Ampharos, etc (whipped cream or meringue).
Source: My love of desserts and a list of all Pokemon.
Anyone is free to add their dessert Pokemon below if they feel like I've missed any.