A sense verb is a verb that describes one of the five senses: sight, hearing, smell, touch, and taste. Verbs such as look, seem, taste, feel, smell, and sound are sensory (sense) verbs. In English, it is important to use adjectives rather than adverbs with sense verbs.
The rules of grammar usually require verbs to be modified by adverbs.
However, sense verbs should be modified by adjectives to sound right.
To native speakers of English, the impulse to pair sensory verbs with adjectives is instinctive; adverbs sound completely wrong in their place.
To use an adverb here makes it sound as if the cookies themselves are sentient beings capable of smelling. The difference is particularly striking with the adjective good and the corresponding adverb, well.
If you replace feels with another verb, well sounds perfectly reasonable.
When you are describing the manner in which someone senses something, however, you should use an adverb.