Its great that your children have a healthy appetite, but I personally don't think desert every night is necessary, especially for young children. Its proven that eating before bead adds to weight gain, not to mention eating sweets...LOL. Sweet food is full of carbs and sugar, They don't get burnt off while we are sleeping and sugar in dessert also adds to children not getting a sound sleep like they should.
Milk stimulates the part of our brain that helps us sleep, so do bananas, and they are good for you. Try giving the children warm milk with a little honey and a banana for dessert and not too close to bed, or some fruit and custard some thing light that is still nutritious. Also getting rid of all sugary desserts off your shopping list all together will help, if its not there they cant eat it and they wont be tempted by it. Try to focus more on yogurts' you can get the one with one side fruit or musily and thry tip it in the yogurt and stir it up, little vanilla or cho puddings' the cold custard type ones thet are in portions, fruit salad, muffins and yogurt they will have fun making both and eating them!! Good luck Hope I helped.