An option I would think about is:
Install Chrome.
Install DevonThinks Clip extension.
Configure the extension and the sites you need to allow.
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Delete those sites cookies.
Test those sites to check if the settings are still as you decided.
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Copy the extension folder or config file to Opera.
Test those sites on Opera.
Extensions folders are on profile folder, following the "Back up" link from the signature you'll find where they are.
The profile it's a hidden folder, here you can find how to show them.
Windows 10 (x64) | Anniversary Update
Opera Stable · Beta · Developer
Opera Test profile | Opera Back up Linux · Mac · Win