Answer:
Bacon comes from bak-, the same root as our word back. It's the back meat of a pig. Bake has as its root an old word meaning "warm." Bacon can be baked and it's delicious. It can also be fried, obviously.
Cookie actually comes from a word meaning cake (which bacon does not), although cake comes from the Latin word for cooking. However, that word generically referred to preparing food so baking would at that time have fallen under the usage of the word cook. Cookies can be fried and fried cookies are delicious, although baking is more common.