I use Cookie 5.2.1 (non-MAS) and Firefox 50. With Firefox closed, I start Cookie app, mark twitter.com as favorite site and hit "Remove Non-Favorites" button. It starts to remove cookies, but leaves a few sites. I have to click a second time the button to remove the rest. If there are only a few sites it works fine, but with more than 20-30 it leaves several not removed.

Another problem is that "Remove Non-Favorites" doesn't work well when Firefox is started. It removes the cookies, but Firefox still uses them. I have to restart Firefox and use "Restore Previous Session" in Firefox to continue with a clean cookies store (except one - twitter.com). I know that Firefox caches cookies, but with an add-on you will have direct access to Firefox cookies manager, instead of just modifying their cookies.sqlite file.