Well they aren't cookies, but I've been shooting these little jar lids. I make a frame out of cardboard then knock them out of the frame. Very satisfying target to shoot, you can reuse them several rounds, and if you miss you can see exactly where the round went because of the cardboard.
These small ones are from baby food jars and are about two inches. If you don't have a baby you might have to settle for larger jar lids haha.
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