Do these Korean sesame tea cookies need to be baked?

These cookies are not baked. There is no raw starch that needs heat unlike flour-based cookies.

I recommend you look at the full-length post on the author's blog:

https://kimchimari.com/dasik-korean-tea-cookies-lunar-new-year-sweets/#wprm-recipe-container-8966

As usual, Food52 eschews any sort of process photography; there's only the cliche overhead beauty shot.

The author's blog provides plenty of very helpful shots of the process; the consistency of the dough is very important and the author provides a lot of commentary on her blog post that is absent in the Food52 recipe.

She also provides detailed instructions on how to use a traditional wood mold.

In her blog post, she clearly states these cookies are NOT baked.