What is a good dessert to make on a wood stove?

I would make one or two clafoutis. You can do in aluminum containers from the grocery store. Maybe one with cherries, one with another fruit (plum?).
If you have a fridge or store nearby, serve with ice cream (vanilla).
Can be made ahead and served room temp or reheat a bit to warm.

Toasted pound cake with grilled peaches sounds yummy. I was picturing a large cast iron wood-burning stove that some cabins have; they are primarily used for heating a room but they usually have a burner or two for cooking. Is that what you will have?
The first things that came to mind - provided you can enough control of the heat - were crepes, puddings, rice krispy treats, kettle corn...
Will you have an area with hot all-day sun? If you have an interest in science you could try building a solar oven. I did it once and made brownies; they took about four hours if I remember correctly....

It sounds like you mean a campfire with a grate over it (based on your smores comment). If that's the case I would toast some pound cake, grill some stone fruit (like peaches) with some butter and sugar, and add some whipped cream.