You can write a servlet filter that would run before page gets rendered (in the atlassian-plugin.xml)
<servlet-filter name="My Filter" i18n-name-key="home-page-redirect-filter.name"
key="home-page-redirect-filter" class="mypackage.CookieFilter"
location="before-dispatch" weight="100">
<description key="home-page-redirect-filter.description">Some description</description>
<url-pattern>WHEN_TO_RUN</url-pattern>
<dispatcher>REQUEST</dispatcher>
<dispatcher>FORWARD</dispatcher>
</servlet-filter>
and then you can intercept cookies
public void doFilter(ServletRequest req, ServletResponse resp,
FilterChain chain) throws IOException, ServletException {
HttpServletRequest request = (HttpServletRequest) req;
Cookie[] myCookies=request.getCookies();
//do something with cookies
}