Because of the huge insulin spike of eating 5 cookies at once it is less likely that your body would be able to effectively utilize all of that sugar, so I would say to break them up into small servings.
The question then becomes if you have the discipline to eat "cheat foods" in small servings like that, which others have eluded to.
Have you ever tried using ALA or other glucose control products for when you decide to hit the sweets? I have personally found some of these supplements to be quite effective.