It's really simple actually.
Step 1. Unwrap cookie from plastic wrapper.
Step 2. Wrap cookie in wet paper towel.
Step 3. Microwave cookie for about 30 seconds.
Step 4. Unfold cookie, and remove fortune.
Step 5. Insert new fortune. (make and print one out from computer for authenticity
Step 6. Hold cookie in the original cookie shape until it hardens again.
The only problem is that you can't get it back into the package, but other then that this is pretty effective.