I have been called a picky eater, too. But usually because I like "the real thing" vs. a low fat challenger -- like mayo, butter, hollandaise, sour cream, etc. as opposed to the imitation stuff that tastes lousy.
What I've found is that if I order something tasty that doesn't require the fatty sauce, then I can stay on my program. For example, instead of having a chicken breast without skin and some horrid-tasting sauce over it, I'd rather have a smaller serving of turkey breast or steak without any sauce, grilled or roasted so that the fat drips off. And I always ask for raw veggies (tomatoes, carrots, celery, whateve they have) instead of cooked for my sides.
Granted, I'm only 3 months into any weight loss program (I was eating healthy, but gosh was I eating gobs 'o' food), but that and shunning the carbos until all my protein and veggies are consumed at lunch and dinner has helped me to lose 20 pounds in less than 3 months.
Maybe try having "RINNED" or "REPPUS"
-- Dinner or supper backwards, to break the habit. For example, since Summer's coming, start serving fresh fruit desserts first, then having dinner with protein, carbs and veggies in healthy proportions depending upon your program. Maybe that will break the habit of saving the best for last. Just a thought, anyway.
Best of luck to you!