How to Complain About Cookies
Consumers who feel that their privacy rights with respect to cookies are not being met by a website are entitled to make a complaint with their local regulator, which would normally be the Data Protection Authority in their country.
In the UK for example, this is the Information Commissioners Office (ICO).
ICO Complaints Tool
You can access the tool directly here: https://www.snapsurveys.com/swh/surveylogin.asp?k=133707671186 — this process is anonymous.
The ICO also has up to date information about cookies here: http://www.ico.org.uk/for_the_public/topic_specific_guides/online/cookies.