In general, my husband and I are BIG eaters when we got out. Each get an app, usually filet mignon or lobster and yes, our own dessert. However, we never go out with anyone except my in-laws who order even more than us and insist we get what we want. The rare times we have gone out with friends, we paid for our own. We pay for my bil and his go to come with us a lot too and they order a bunch of drinks and I never even thought to think it rude. They never order more than they would if they were paying.