These versatile cookies require that you refrigerate the dough after making them, which makes the dough easier to handle and less likely to spread when baked. Icebox cookie dough can be rolled and cut into shapes with cookie cutters or simply sliced and baked. Tip: Roll the dough into a log shape, and then roll the log in colored sprinkles, chopped nuts or coconut. Wrap up the dough well and freeze until you need cookies. Then slice and bake the dough. Thawing the dough isn't necessary.