I just got this to work in an older version of Coldfusion(5). We will be migrating soon. Does this work in your version?
<cfif IsDefined("Cookie.YourCookieName")>
<cfcookie name="YourCookieName" value = "#Now()#" Expires="now" domain=".YourDomainName.com">
<cfset delete_cookie=StructDelete(cookie,"YourCookieName")>
<cfoutput>"Cookie is Gone"</cfoutput>
<cfabort>
<cfelse>
<cfcookie name="YourCookieName" value = "#Now()#" Expires="never" domain=".YourDomainName.com">
<cfoutput>"Cookie exists"</cfoutput>
<cfabort>
</cfif>
I put this after <CFAPPlication> with
<cfapplication
name = "YourAPPName"
clientmanagement="yes"
sessionmanagement="yes"
setclientcookies="yes"
sessiontimeout="#CreateTimeSpan(0, 0, 30, 0)#"
applicationtimeout="#CreateTimeSpan(0, 0, 30, 0)#" clientstorage="Registry"
>
To test it, I reload the page. It alternates between the "Cookie is Gone" and "Cookie exists". Let me know if that works for you.