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Glad to hear it!
This will probably sound nitpicky but I wouldn't have guessed these settings were configurable from the footer - I don't often have reason to visit it. It would be nice if there was a way for logged in users to configure them from the User settings page - even just a link that opens the same modal that the footer shows would suffice.
Update: This has been raised as a separate feature-request: Add a link to the site cookie settings from the User Settings page