My dogs are always trying to sleep on the others beds (and play with the others toys, eat others food, attention etc...). I think it is like a kid; always wanting what the other one has. At my house it is not a big deal as they all just quietly lay somewhere else to get rest. Since Dunja is loosing rest I think it becomes more of a concern than my story.
Since Dunja is a small cat (sorry bad memory especially with names but cookie's a retrv?) try putting Dunja's bed behind something in a corner or somewhere that has a small opening or up on top of something?
Also PRAISE ccokie whenever she is in her own bed. Maybe after your walk give her a kong toy filled with goodies in her basket. At first you may have to watch, if cookie starts to get up with the kong and heads towards Dunja's basket then take away the kong & bring it back to ccokies bed. Don't give it to her until she lays down on her bed.
Maybe enroll in obedience classes or teach her yourself a down stay for longer periods of time.