First, choose a recipe that is meant for use with a cookie press. Other recipes may not produce dough with the correct consistency. Avoid any recipes that include solid pieces like nuts, raisins or chocolate candies. Allow plenty of time to make cookies with a cookie press, especially if you have not used this equipment before. It takes time to assemble the press properly and to practice making attractive cookies.
Carefully fill the shaft of the cookie press with prepared dough. Make sure there is no air trapped inside by pressing down the dough as you add it. Before you press the first cookie, press out a bit of dough to remove any air from the tip.
For best results, use a bare baking sheet for pressed cookies. Hold the press close to the baking sheet, and make sure it isn't tilted. Use firm, consistent pressure to make each cookie. Don't lift the press immediately, but allow a moment for the dough to adhere to the baking sheet. You may want to practice several times before you bake the cookies to achieve an attractive appearance. You can scrape batter off the cookie sheet and reuse it if you are unhappy with the initial results.