It depends a bit on what these so-called "cookies" are for. Some are part of the web-site you use, to help your future use by storing for example, signing-in details.
Too many though are paid for by advertising agencies to determine what advertisements they think will interest you. You have no idea who these agencies are, nor where they are; and of course their client lists are almost certainly commercially-secret.
I have BTInternet and a secondary Outlook account.
BT asks if you want to accept "Functional" then "Targeting" (ghastly word) cookies: normally I accept the first and reject the second, which are the advertising ones.
Outlook has a different approach. It has a "manage cookies" option, which opens a list of agencies, each with a meaningless name so you cannot even guess its real identity, location or likely customers. There are hundreds of them, and each has a virtual button defaulted to "ON" but which you can set to "OFF". Luckily, Outlook also gives you an overall ON/OFF button at the top of the list: I always turn them all OFF.
Annoyingly though, neither BT nor Outlook allows you to leave your preference set. Each time you sign off, each account defaults to all-cookies.
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BTW Anyone any idea why some bright spark in California decided a short computer programme should be called a "biscuit", albeit in the American language?