Personally, I would like to reject absolutely everything and then have the website tell me which functionality won’t work without a cookie as I try to use it.

This is really excessive - the fear of cookies in general is vastly overblown. The only issue is whether cookies are being used for “site functionality” or for “3rd party tracking” purposes. The latter can be achieved through other means as well (a website could simply track your usage if you login and sell that info).

It’s not the cookies that are the problem, it’s the tracking and the data sharing that are the problem.

If you’re really that concerned you can browse in “incognito” mode, use the “Tor Browser” or just disable cookies entirely.