So much pastry deliciousness ...
This is just a little shop near one of the entrances to the Venetian; it can be accessed from inside the hotel, or there's a little window if you prefer to stay outside. There are tables outside, but none inside.
We got a big box of pretty much everything - buttery crumb coffee cakes with a ribbon of cinnamon in the center; crispy chocolate almond croissants; pull-apart monkey bread with, I think, apples; an amazingly crisp and lightly sweet Kouign Amann ... and while we were at it, a strawberry shortcake and a fruit pastry with a divine lemon custard filling. Every item was absurdly delicious. Even my simple iced coffee was the best cup of coffee I had in Vegas.
Don't walk - run to Bouchon Bakery! Or, given you're in the desert, maybe do what we did and uber over from your hotel. It's worth the trip.