Not sure if this is what you are looking for but I use the Cookie AutoDelete extension and you can whitelist domains so they are not deleted.

See "Manage Exceptions" (Privacy in Settings).
Typically, when accessing an "exception web page" you'd (from address bar/^i) open permissions and specifically ALLOW cookies for that site.

I use the cookiebro extension for that. Allows whitelisting domains or single cookies and can clean up all others with a few clicks.

Since firefox' total cookie protection there's not much mileage in deleting cookies at all really.