Tina, did you bake the cookies in a non-stick pan? Coughing all of a sudden is almost always caused breathing something toxic, and teflon fumes are deadly to birds and should never be used in the oven, in a bird's house. Oven temperatures are very high, so the fumes can easily be released. Using non-stick pans on the stove top should be used with extra caution so that they are not allowed to over-heat. Again, I'm so sorry for your loss.