If you use the cookie sticks, roll them thicker because the sticks are thicker. You want the cookie to cover the stick. You can also put the stick on the back and cut a strip of dough to go over it. This seems like a lot of work to me. You can look on cake journal for this method. To me the easiest way is to stick the skewer in after cooking when they are still hot. Trust me they are hard to remove.
I also use bamboo skewers - today I tried putting them in flat end first so that I can use the pointed end to stick into my foam.
I put them in just out of the oven while they are still on the pan. It's easy to push the stick into the warm cookie and it sort of bakes onto the stick while they cool down. I do have to think about where I'm putting the cookies on the sheet when I bake them, but it's very quick and easy.
One thing I learned the hard way...when putting the cookies into your container, be sure to hold only the stick part...I had a ladybug slide all the way down the stick as I tried to insert her in foam by pushing from the top...oops! I always bake and extra of each shape "just in case" 
Good luck!
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