I have no doubt that you will be able to get cookies at dessert in the MDR.. just let your server know.
As a side note, on the first night of one of our cruises, my husband asked our server if there was a way he (my husband mind you not the server) could get a bran muffin up at Cabanas because he really likes those as a snack before bed.
Within 5 minutes there was not one bran muffin but a plate full of them with butter as well that our server brought to the table.

This happened every single night for the next couple of nights until my husband cried Uncle. Lol
On our last cruise (September) I was telling the kids that the Pasta Pursiettes in Animator Palate were my absolute favorite (that was our first dining location of the cruise) . Our server, Ian, (who is amazing and fun) made sure he brought me a plate of them every night for the first three nights in the cruise no matter where we were.

It was awesome and I never cried Uncle. Just love those!