It's okay to eat the cookie. Just don't eat the cookie every hour of every day. Remember it's a treat, not nutritious food.
When I compare the SAD to what I was being told by my mom back in the 60's, it's truly sad to see that what back then was considered treats is now mainstays of the diets for many today.
I even remember when McDonald's came on the scene in Chicago that having a hamburger was considered a treat and not something to eat daily or even weekly. Oh how the ad men have changed that idea.