They ate in the zoo restaurant, and when Dudley had a tantrum because his knickerbocker glory didn't have enough ice cream on top, Uncle Vernon bought him another one and Harry was allowed to finish the first. (PS2).
An ice cream dessert (a sundae) served in a tall glass, and consisting of layers of chopped fruit and ice cream in layers, with whipped cream on top.
The dessert is eaten with a thin, long-handled spoon. It's possible that 'Knickerbocker' refers to the shape of the glass, which looks rather like the leg of a pair of knickerbockers.