Well, I don't want an external tool if Opera could have this out of the box. Besides, I hate external tools because they don't sync data between browsers. I don't want to keep doing same thing for all 3 systems that I run. Unless this tool you're mentioning controls cookies directly via Opera's controls. Then it might be interesting...
EDIT:
Great, this thing can add it to exclusions. And it does it in such a way that I now can't remove the damn thing from the exclusions list. WTF It has "i" in a circle instead of delete button. And extension has no control to remove it. Stupid.