Any local Mexican dessert
Avocado pie at La Choza.
Mamey pie at La Candela.
Crepes with various things, such nutella or edam cheese and blackberry jam, at several places.
Flan everywhere.
Queso Napolitano (large flan cut into slices) many places.
Not Mexican, but I love the empanadas de membrillo (quince) at Del Sur.
Definitely Mexican, I love the empanadas de fresa con filadelfia (strawberry and cream cheese) at El Paste, which has large baked puff pastry empanadas called pastes.
Churros from Javier Panero the churro guy who rides around on his bike with a bucket of fresh churros. He'll also sell you personal defense weaponry, which is less dessert-y.
There are entire restaurants devoted to desserts!
or juices i shouldn't miss?
Soooooo many!
Fresh orange juice from the mercado municipal, La Sirenita, or many other places.
Fresh coconut water from La Sirenita or many other places.
Agua de tamarindo (tamarind). I favor Restaurant Tamarindos version. Duh.
Agua de sandia (watermelon) many places. I like La Choza's.
Horchata de coco (coconut) at ice cream places (La Michoacana, La Flor de Michoacan, etc.).
Tepache (slightly fermented pineapple) at El Súper Hit.
Posole maya (hominy and coconut, sometimes with cocoa nibs), hard to find but worth tracking down.
Piña con chaya (pineapple with spinach-like chaya). My favorite is from Los Nopales (either location).
I could go on.
Assuming they prep juices using filtered water / ice
You will not encounter anything that uses unfiltered water or ice made from unfiltered water.