I prefer to use egg yolks in these key lime cooler cookies as they add richness, and the lecithin in the yolks helps bind the dough together and make it easier to handle. The egg yolks are completely optional however. If you have an egg allergy or simply prefer not to use them it is safe to omit them entirely. Just be aware the cookies will have a crumblier texture and the dough will not be as easy to handle.