I bake mine with the sticks in them. I can't imagine that I'd be able to get more than just a couple sticks in fresh-from-the-oven cookies before they cooled too much to get them in, LOL!
I haven't been doing cookies too long, but have never had a problem with the stick being loose in the cookies by doing it this way.
I don't put them in the freezer, although I do try to work quickly so the dough doesn't get too warm. I roll the dough between sheets of parchment (no fail sugar cookies), then refrigerate for a while. When I cut the cookies out, I do them one at a time: cut the cookie, insert the stick, then put it on my parchment lined cookie sheet and don't move it again before putting in the oven. To insert the stick, I put the cookie near the edge of a cutting board, then put my left hand on top of the cookie dough. I use my right hand to put the stick in, twisting it slightly, and my left hand keeps the dough from bunching up as the stick goes through the dough.
I have several cookie bouquets in my photos, they were all done this way.