Tried several times now, automatically when offered the Update, and manually within Cookie.
Download takes place - Extracting commences - Cookie crashes.
There is an issue with the update mechanism in 3.3, 3.3.1, and 3.3.2. (An incompatibility with Sparkle and Xcode 6.1)
If you could just update this version manually, any updates from here on should work as intended.