The Cookie children are two characters seen in Gary Goodspeed's dreamworld in the episode "The Happy Place".
In Gary's personal dream, provided to him by the powers of The Happy Place, Gary is married to an antropomorphic cookie, and they have two children together (a boy and a girl). Gary deeply loves them all. When Gary is called back into action to defeat The Overlord and his Frost Bears, his kids cheer him on.
While Gary fights the Frost Bears, Cookie Wife and the kids are taken captive by The Overlord. Gary managed to rescue them by defeating the Overlord in a dance battle, but the joy was short lived as Hushfluffles, who up till now assisted Gary in his mission, suddenly pulled out a gun and killed them all to make Gary feel the pain of losing one's family.