There is an application that allows you to view the contents of your back up files. It might be possible to view the contents of cookies that way, but I've never tried it. Free download ABC Amber BlackBerry Convertor, parse, convert, backup and archive IPD files to CHM, PDF, HTML, Word, Access, Excel, CSV, IPD Extractor
The info doesn't mention cookies, so it may not work.
I'd like to be able to keep certain cookies, like forum cookies, and delete all others, but I don't know of any way to do that.