Thanks! I have a much better way - discovered in the meantime! It involves the use of the serialize() and unserialize() PHP commands, which seem ideal for this kind of use!
I serialize the ENTIRE $_SESSION array, and pass it to the cookie as a single entered value, e.g.
<?php $foo=serialize($_SESSION); ?>
I then use <?php echo $foo; ?> as the cookie's value in the behavior.
To read this value, I can use this -
<?php $_SESSION=unserialize('cookiename'); ?>
and I'm back where I started with the session variables all set up!
This involves only a single cookie, rather than the multiple ones you suggested. With a fair number of session variables, creating individual cookies for each becomes tedious!