Well, this whole thing about cookies and the like is disconcerting, for multiple reasons. First, they aren't even following the law. Cookies, and other similarly processed foods like candy and chocolate, are absolutely legal to bring in and only need to be declared as any other purchase. Second, if this really is something they are pushing, then they need to tell the NEXUS interviewers this. In my NEXUS interview, I was told that there is absolutely no need to declare processed food items. Remember, this is also my interview for Global Entry. They said the main issue is tropical fruit, as all fruits and vegetables grown in Canada are allowed to travel over the border in quantities for personal consumption, duty free. He expressly stated there is no need to declare.