I am making cookie bouquets for a bar mitzvah and they want the cookies to match the invitation. I want to use the sticks as part of the spear and the cookies as the head. how do i get the cookies to look like they have demention? should i make them extra thick and "carve at them"? or should i just paint them after i ice them?

I would make them a normal thickness 1/4" and outline them with two lines; one around the edge, and another inside of this. What you end up with should look like a spear within a spear if this makes sense. Basically you will be highlighting the middle section with a slightly lighter color than the outside giving it the dimension you want. I hope this is helpful.
Another thought is that you could cut a smaller version of the arrow and ice both, then add the smaller one on top of the larger one.