I don't, never have, but see many people do a proper pudding on the what's for toddler tea thread.
It takes forever for DS to eat his food as it is, and he gets fruit for snacks and yoghurt for breakfast with dry cereal and yet more fruit and toast but I never ever do puddings for lunch and tea because DH and I don't ever have them and I don't see the need, I would rather he ate extra savory stuff because there's more good things in it.
Am I depriving him? Should I other making crumble and custard and what have you, just for him? I don't bake and am a bit wary of sugar which most pudding seems to contain, although he has the odd scone or toddler biscuit when out and about and as I said, fruit and Cheerios are always on offer.