SOOKIE: Just pick a cookie.
MICHEL: I don’t want to.
SOOKIE: Michel, for the rest of their lives, Lorelai and Max are gonna think back on their engagement party and they’re gonna talk about three things. They’re gonna talk about the friends who came, and that special song they danced to, and the cookies that they ate.
MICHEL: Their world is very small, isn’t it?
SOOKIE: Macaroons or chocolate pralines?
Macaroons are small biscuits originating from Italy, and made since medieval times. They are typically made from ground almonds and egg whites, and are light and fluffy with a crisp outer coating. Macaroons made with coconut are common in both the UK and US, and they are a favourite treat for the Jewish holiday of Passover.
Chocolate praline cookies are chocolate biscuits that are often filled with nuts such as pecans, walnuts, or almonds, and may be covered in a rich chocolate icing or filled with chocolate paste.
We learn later in the episode that Sookie decided on the macaroons. The one she is showing Michel does not look like the standard Italian macaroon, as it is very large with pink icing on it. These massive decorated macaroons are an American interpretation of the Italian biscuit.
The Annotated Gilmore Girls 