Denise,
I put mine in before I bake. Downside of that is you can't get as many cookies on the cookie sheet but I think they stay in better if baked in. JMHO
LaWanda
Hey ya,
I have put sticks in before and straight after and last week I forgot when they were warm and so I stuck the stick in when they complletly cooled (very gently ) and they were very strong. I make mine quite thick like 2cm or about 3/4 inch. They seem much more solid to me but maybe someone else can give you another size.
Cheers
Leigh
i have tried every way and i think you just have to try them and find the best one that works for you i have tried the one where you put in the stick before you bake, the one where you place the strip of dough over the stick, the wilton cookie pans, and i found the best way was to use two dowel rods and glide the rolling pin on these to get them all the same thickness, bake then insert the stick gently and so far knock on wood that has worked for me. hope this helps.
I roll mine to 1/8" thickness I use the Wilton bands for that as for the stick I glue it on the back with Royal icing they hold up just as well and its much easier to remove the stick and give to children without breaking the cookie in the process
I baked NFSC for the first time today and tried putting the sticks in first for a few, and the rest I'm going to attach with melted chocolate or royal icing. I had a bump where the stick was, but I probably just put the stick in there wrong?? I put a tiny bit of dough then the stick, then the cookie. 
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