Steel cut oats in cookies?

http://www.food52.com/recipes/4011_soft_and_chewy_oatmeal_bread
This should be a good bread to use them in -- they'd make it more chewy, as the oat would likely stay intact as nuggets.

I doubt that cooked steel-cut-oats would work well as a significant ingredient in cookies because they have so much water. A cake would be a better bet. I've made this one with leftover SCOs and enjoyed it.

http://www.foodnetwork.com/recipes/gale-gand/oatmeal-cake-recipe/index.html

Cooked SCOs also make a nice addition to many savory breads (up to 1 cup SCOs to 3 cups bread flour, as a rough rule of thumb). You'll have to adjust the liquid in the recipe downward to adjust for the water in the SCOs.