What is the best way to say "fresh baked cookie"?
The following information is provided for reference.

We use 剛出爐的 or 現烤的 for "fresh baked" in Taiwan.

Therefore, "fresh baked cookie" may be called as follows in Taiwan.
剛出爐的餅乾 ／ 現烤的餅乾
剛出爐的麵包 ／ 現烤的麵包
剛出爐的甜點 ／ 現做的甜點

It's very common to see these signs in Taiwan.
剛出爐的麵包
剛出爐的饅頭
剛出爐的包子
剛出爐的披薩