My mother does this, though she does wait till asked with mains - but with pudding she will almost always say she 'can't manage one' but then nicks some of yours. Basically, it means she can keep up her own self-image of someone who doesn't eat too much, as obviously off someone else's plate doesn't count.
I don't dislike her, but it is a trait of hers that I find frustrating.
Does she comment on it as she's doing it, ie 'Ooh, I'll just have a chip', or does she just take them? Depending on her approach I would:
No comment, just taking - don't sit near her. Say you want to face the window, whatever. Get your DH to collude with you on this so that, say, you are at the end of the table and he's between you and her.
If she comments, or if you absolutely can't avoid sitting next to her - say 'No, I'm starving, you've got your own! Why don't you pinch his? (her DH)' And move the plate out of her reach if needsbe.
If she asks for something as per the gravy - say 'No, I'm starving, but I'll grab a waiter and order you a fresh one'. If she says not to, then still don't let her have any of yours.
I like the suggestion about mentioning it when you order pudding, too, to give her fair warning that she ought to order her own.
I'm suggesting the seat thing as first option because it negates the need for any other action, but if this is annoying you so much, you really have to say something. Don't make it about her; stick to the line that you are starving so you want all yours but she can order another one. DO NOT start discussing her food habits. She'll only get defensive. Just make it about you and what you want to happen. She has to deal with her own issues.