We actually don't know if all sub-domain cookies are kept if you only list the domain name. I have asked this question a long time ago, but no-one knew the answer.
I shall do some testing some time...
B.t.w. - not trivial at all, I have lots of cookies I want to keep; it would be much easier to have only the domain name.
Not quite the same thing but a similar concept ... CleanCache allows you to keep cookies for you Favorites. Enabling that feature automatically adds all such cookies to the "Cookies to keep" list during the cleaning process.
Being able to name specific domains (without necessarily adding them to Favorites) would be even better.