Hi D,

the cookie part shouldn't be a big problem: the "Page Request / URL Filter" type should in theory readily support this right now. (If not, we can fix it in no time, since all of the infrastructure is already there.)

The Excel part is potentially a bit trickier, it has only limited Connections support, but it's doable:
after you have set up the above filter (it needs a name that the EWA Web Part can deal with), you need to scroll down to the 'Advanced Filtering Settings' section in the FilterZen Web Part's settings tool-pane and select it from the drop-down list labelled "Allow the Connection type 'Send Multiple Filter Values' for". After you've done this (and Applied), use this additional Connection Type from the Web Part menu. Easier to start from the Connections sub-menu of the EWA Web Part, which will show you the connections that can be used at all. See how far you get and report back your progress? We'll try to help out.