I'm surprised there isn't much talk on the boards about Three Tarts Bakery in Chelsea on 9th Ave, not too far from the Chelsea Market. They have a lot of tiny desserts and cookies. So you can sample tons of different things without getting too full. Some of my favorites are the cardamom cookies filled with apricot, espresso gelee and almond panna cotta, espresso chocolate tart and pine nut tart. Added bonus: people behind the counter are always so nice. Will warn you that prices aren't super cheap consider the size.