Ilan,
Attached an example on how to do it with Websocket and without Websocket.
1) With WebSockets
Add a filter at main class. In filter class, add the cookies you want for specific pages or for all pages. (Class Module SetCookies)
Maybe there are other ways to do it.
2) Without WebSockes
Same as With WebSockets ...
Or
You can the the following code inside the class module:
Sub Handle(req As ServletRequest, resp As ServletResponse)
'...
Dim c As Cookie
c.Initialize("cookiename","cookvalue")
c.MaxAge = 3600
resp.AddCookie(c)
'...
End Sub
I made a test and works fine.
Regards