Type about:preferences<enter> in the address bar.

Select Privacy. Under History, select Firefox will Use Custom Settings. Press the button on the right side called Show Cookies. Use the search bar to look for the site. Note; There may be more than one entry. Remove All of them.

There is also an Exception button here.

"Select Privacy. Under History, select Firefox will Use Custom Settings."

Done. But sometimes Firefox seems to lose these settings.

"Press the button on the right side called Show Cookies. Use the search bar to look for the site. Note; There may be more than one entry. Remove All of them."

How would I know which sites to remove?

I delete all the cookies from sites I can't remember enabling. And then, the next time I check the preferences, I find the exact same cookies from the same sites I can't remember enabling. So Firefox has not deleted the cookies.

Sorry I wasn't clear about what I'd done and what wasn't working before.

sometimes Firefox seems to lose these settings

https://support.mozilla.org/en-US/kb/how-to-fix-preferences-wont-save

Note: Some software, like Advanced SystemCare with Surfing Protection, can protect files in the Firefox profile folder against changes. If you have such software then check the settings or uninstall this software.

Actually, I'm asking about how to actually, effectively, so-they-stay-deleted, delete cookies.

I don't know why I can sometimes change the privacy settings, but sometikmes have them change back. Near as I can tell, that addresses users who can never change certain settings or always have them change back, and recommends "Reset Firefox."

The "Exceptions" dialogue stretches from "You can specify..." at the very top of the window to halfway through "Remove Site" and "Remove All Sites" at the bottom.

The "Show Cookies" dialogue starts partway through what might be the search bar at the very top of the window to "Send For" at the bottom.

The only way I've found to exit either dialogue is to close the "Preferences" tab.

Reducing font sizes in "Content" does not show more of the dialogue boxes either.

With an external monitor and the larger window this enables:

In the "Exceptions" dialogue, a header appears, and a tiny x to close the window, a "Cancel" button, and a "Save Changes" button. A larger x would be nice, and a scroll-bar to reach these on smaller windows is ESSENTIAL.