Will this work with my desks built in wrist rest, or would it just make things more annoying and be useless until i get a new desk?

The padding is kind of thick on the bottom..it is filled with a type of bead material. It may be too thick used with your desks built in wrist rest. It worked for me, because I was using a small ergo bead cushion under my hand that I use to control the mouse. The bead cushion kept falling off of my desk, so I turned to this and it has worked great. Just keep in mind that it will add some height underneath your palm!

What is the difference between this model and the all black glove? https://www.amazon.com/gp/product/B001G7QQOK/ref=ppx_yo_dt_b_search_asin_title?ie=U

This one is very easy to wear. The other one has more support and is harder to get on. I do not need the support of the black one. The gray one is so comfortable that I bought a second one in case it gets discontinued.

Is this one size fits all? I take an XL, would this work for me?

It is one size fits all. I have small hands and it fits me perfectly although it's not tight. Also it's more about the size of your hand around your palm as well as your wrist -- the tightness may make it feel better. I love mine -- you may want to give it a try anyway as you could always return it if it doesn't fit.