I don't think alcohol in a cookie dough will give the flavour. It bakes out. I have tried it with cakes and they end up tasting sort of coconut oil ( which I hate) I would try putting a tablespoon or two of the alcohol in the frosting. Use a flavoring similar to add to cookie dough. It will keep the taste.... just warn people what is in it. ( some people won't touch alcohol for religious or taken the pledge not to mention medecine interaction).
Yeah--I make some linzer sandwich cookies and I fill them with tea jelly made with Southen Comfort.
I'm thinking about making them for Christmas but I might just be content to think about it. 
http://www.food.com/recipe/basic-tea-jelly-147883
That's the basic tea jelly recipe--then I just substituted in some Southern Comfort for part of the water--and brew the tea in the difference (the water only). Even though it says you can sub any juice I tried this with orange juice and it didn't set up. I think it needs lemon juice to activate the pectin but I'm not positive but I'm playing it safe this time.
Then the cookies are
cream together:
2/3 c sugar
1 cup butta
add the following to the above mixture and combine very well:
zest of a lemon
1/2 t cinnamon, salt
2 large egg yolks
add the following to the above mixture and mix just until combined
1 cup toasted & ground pecans
2 c ap flour
1 teaspoon vanilla
Roll into two logs & chill.
Cut 1/4 inch thick
12-14 mins 350 oven
Sprinkle cookies with powdered sugar--Heat jelly to fill cookies--if you make a real linzer with a little cut out--after filling, pipe some jelly in the cut out to fill it.
These are killer. Merry Christmas, Cake Buddies
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