Cookie Whitelist v1.1.0
This Add-on is primarily meant to be used for Android! It will work on a Desktop Firefox, but there you have this feature built in.
By default the Add-on does nothing. You have to open it using the "Add-ons" submenu, first, and then define your whitelist of cookies to keep. After doing so, you have to check at least the first checkbox in this configuration page to enable cookie deletion.
From that point on all the unwanted cookies, you collect while browsing, are automatically deleted at the end of your browsing session.