Seems I am doing something wrong, could someone point me in the right direction (version: 2.0.13)?
class TestController extends ControllerBase
{
    public function setAction()
    {
        $this->view->disable();
        // Set cookie
        $this->cookies->set(
            'test',
            'This is the value',
            time() + 3600,
            '/',
            false,
            'localdomain.local',
            true
        );
        // Redirect to deleteAction
        $this->response->redirect('test/delete');
    }
    public function deleteAction()
    {
        $this->view->disable();
        if ($this->cookies->has('test')) {
            // Save to test session
            $this->persistent->set('test', $this->cookies->get('test')->getValue());
            // Delete cookie
            $this->cookies->get('test')->delete();
        }
        // Redirect to checkAction
        $this->response->redirect('test/check');
    }
    public function checkAction()
    {
        $this->view->disable();
        // Saved value from the cookie, before we "deleted" it
        echo 'Original value is: ', $this->persistent->get('test'), '<br />';
        // Value should be empty, but echos "This is the value"
        if ($this->cookies->has('test')) {
            echo 'Current value is: ', $this->cookies->get('test')->getValue();
        }
    }
}
I get:
Original value is: This is the value
Current value is: This is the value