Yes, the sentences generally work well. Here are the slightly refined versions for clarity:
4. Can you wait for me while I try on this dress?
* Correct as is.
5. I was asked a lot of questions during my favorite seminar.
* "Favorite" is correct in American English. If you are using British English, it should be "favourite."
6. Don't open the door while it's moving.
* Correct as is.
All the sentences are grammatically correct and use "during" and "while" appropriately.