The only dessert I can think of where alcohol would be truly done on a portion by portion basis would be the type of ice cream parfait we used to serve at a restaurant I worked at in my long ago youth: it was essentially vanilla ice cream layered in a parfait glass with a sweet liqueur such has au de noisette or Framboise--the possibilities are endless. You will note this is essentially a minimalist adult sundae, so you could easily have one made with plain caramel sauce or chocolate sauce for the designated driver.
Still, if the issue is a designated driver, rather than a recovering alcoholic who can have no alcohol whatsoever, I wouldn't worry overmuch. Many desserts which contain alcohol have very little per serving, and should not be an issue for the driver. Some of these are spectacular show pieces. Some you might consider are:
- Bananas Foster
- Crepes Suzette
- Rum cake
- Truffles (as lemontwist mentioned in their comment answer)
- Trifle
Another option would be any number of rich coffee based drinks, where you could omit the liquor for the designated driver's portion. Not truly a dessert, but in line with your theme.
Lastly, I don't think a party of any sort, even a cocktail party, requires desserts with alcohol in them. Be free. Serve what you like. Serve no dessert at all if you like.