I wanted to err on the side of _enabling_ an identical-to-production development workflow, because AFAIK nothing else really offered this. So the cookies approach is what I ended up starting with, and I also built a UI to help make the difference abundantly obvious: https://reflame.app/~r/start-preview/?mode=production&varian...
Even still, subdomains are definitely less confusing though, and doesn't lead to the same kind of strange behaviors that you could only make sense of if you understood exactly how cookies work and how Reflame makes use of them (a tall order, I'm not even sure if I do 100% today). I may eventually also offer a subdomain version of these previews, for those who might be collaborating with less technical folks who are more likely to be confused by the cookie-based implementation.