Well if you're paying a good bit of money for your food, I'd get my money's worth. Plus I do it all the time at Chinese buffets- those doughnuts are addicting!
You wouldn't be asking that question if you thought it was kosher. The price you pay for a buffet covers the food you eat there. Hiding it in your back pack should tell you that you know that it is not right on some level. It's almost like shop lifting.