Is there any way to save the cookies I want to keep, like cleaner for Windows?
isn't that link for the Windows version?
Of course it is. (Damn)
It's not the first time one of us hasn't noticed the "CCleaner for Android" small print above a post as posts from all sections are grouped in a single "New Content" list.
But back to your question. At the moment there isn't any kind of cookies selection feature in CCleaners Android version.
But the devs do take notice of posts like yours, and I'm sure they will be looking at the possibility of this feature for some future version.
That's the best I can give you for now I'm afraid.