@sdesergi, Yes, I know, I'm nagging....
Variables system session.enabled: true and system session.initialize: false work fine for disabling cookies for Grav itself.
Apart from not using Admin, I'm not aware of any way to disable cookies for Admin.
Since HTTP is stateless, some form of passing at least some sort of an "identifier" of a logged-in user between client and server would be required for Admin. I'm not aware of an option to switch the client/server communication between using a cookie, GET, or POST.
Even if it would be possible, with respect to any possible privacy breach, what difference would it make if cookies, GET or POST are being used to keep track of user data?
Also, since Grav is open source, you can check for yourself what data is being used by looking at the code.
And you could of course use VPN when using Admin.
But arguing with someone being paranoid doesn't really work does it? ;-)