I have never really had this problem since I had the Found Cat Hotel but I can remember when Pouncer was a clingy Kitten and she used to MEEEEOOOW when I left the apartment and wanted to play all the time too.
I think that getting Mr Scrappy solved that.
You may have to put aside an hour before bed time and wear down Cosmos energy level , although if hes that ill that might not be a good idea.