As often, we have insufficient data.
If LW is eating a brownie while other people are having an appetizer--soup, egg rolls, that sort of thing--and then everyone has their entrees at about the same time, then it's eccentric but not rude. If the LW wants dessert, then appetizer, then an entree, it could delay everyone else; I wouldn't be happy about waiting for my food while watching someone else eat a dessert-type food, even if all I wanted that day was a big salad, or a bowl of soup and a sandwich.
It's possible that this is a case of LW's coworkers being rude. Not even retaliatory rudeness, which we don't approve of here, but teasing the LW when s/he has done nothing rude, only eccentric. But in Abby's shoes I would have maybe said something about not making one's dining companions wait for their food, and then said that while they shouldn't be teasing the LW about their food choices, it's probably easiest to just go along while eating with those people, and start meals at home with cake.
Because as it is, the only person I am sure is being rude here is Abby, with the assumption that LW's choices are unhealthy because of the order s/he is eating in. Food policing is rude, and would be even if we were sure that Abby's advice was appropriate to the LW's health and the menu choices. (Maybe she's advising an already-underweight person to eat less, or recommending deep-fat-fried mozzarella sticks in place of a sweet.)