Is it possible to cook a meatloaf using clear glass Pyrex containers?
I see no reason you couldn't use that Pyrex set for a meatloaf - I've used glass casseroles for meatloaf before (so glass in general is no problem), and that set says the bowls are oven safe.

As for the cookie sheet method, I would be afraid of it falling apart as you described, but if you were to go that route, I'd recommend wrapping it in aluminum foil to help it keep its shape.