I have tried refrigerating glazed sugar cookies (simple milk, confectionary sugar and vanilla glaze). The glaze actually got a little wet, so not being too pleased with those results, I never bothered to try freezing. I would suggest (if possible) freezing the unglazed cookie then glaze when needed (and thoroughly thawed). If you do decide to try freezing glazed cookies, I would suggest only placing one or two in the freezer, that way if it doesn't work or isn't up to your standards, you haven't lost an entire batch.
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