Never double dip. Dumplings are very popular and so is the sauce that's usually served with them. If it's a small, bite sized dumpling, one dip is enough. If it's a larger dumpling, you can dip one side and eat it. Turn it to the other side and dip again but never on the side you just ate from. The same goes for crudite and the sacred shrimp. Double dipping is sort of like a stranger taking a bite out of your food and putting in back on your plate. And remember, few people arrive at a cocktail party and wash their hands before touching the food.
Cocktail hour at weddings can be very misleading by the abundance of food. The plates are small so it doesn't take much to pile them high with food. It's all right to return and get a fresh plate, especially if there are several stations. When dinner is announced simply leave the plate on a table. No need to walk into dinner with food.