Yes, some cookie dough is delicious when baked right away. I find, however, with gluten-free cookies, the dough is much more tender and not always as stable, since there is no gluten to create more structure. Therefore, it's much better to always chill your cookie dough before baking. I actually also prefer this method, because it allows me to plan ahead and have dough pre-made. Plus, making cookie dough ahead of time and freezing it is a great way to ensure you always have cookie dough in the freezer when a sweet craving hits!