How to Make Moist Sugar Cookies. Part of the series: Baking & Decorating Cookies. The secret to making moist sugar cookies is rolling out the dough on the thick side, which results in a softer, chewier finished product. Bake moist sugar cookies with fun tips from the owner of a specialty bakery in this free video on cookies. Read more: http://www.ehow.co.uk/video_12242038_...