making changes to cookie

Absolutely, and it's easy enough with iRules provided you know which cookies should be removed:

when HTTP_REQUEST {
   HTTP::cookie remove 
}

If you don't know exactly what cookies you want to remove but instead know what cookies you want to keep it's a bit more complicated, because then you need to loop through all the cookies and check if it's an allowed cookie or not. If this is the case I can make an example for you if you want.