I love the concept! It's really well executed and well polished, the visuals are great, and I liked the sound effects. It's perfect for the theme, and it's a nice risk-reward balance.
Maybe it's a me problem but I felt like it was really too hard, there are too many enemies, and it's so difficult to retrieve the bullet and recover the cookies without being touched or being overwhelmed. Maybe having the cookies be attracted to us like a magnet or directly "flying" towards us would help?
Anyway, I liked the visuals and really had fun, I just wish I could be better at the game to play longer! Great job!!