There are teeny tiny people with teeny tiny tweezers who wear special cookie-resistant suits.It is their dangerous job to crawl inside the hot cookies while they are still pliant,and adjust the little pieces of paper with the little tweezers to just the right spot.It is a highly risky job and the pay is very high.The training center is in Switzerland and you have to know somebody to get in.
The cookies are baked as flat circles. After they are removed from the oven, slips of paper are folded inside while the cookies are still warm and flexible. As the fortune cookies cool, they harden into shape. Here is a link about fortune cookies:
The "cookies" have the slip of paper in them when baked. Since they do not require high temps or long baking times the paper is not damaged. Recently I read they are now using "consumable' ink. Whereas the ink previously used was regular printer's ink.
Fortune Cookies do not go hard until they fully cool, the paper is put in right after it is taken out of the oven. Fun Fact: Sometimes, you will get a fortune cookie that says "Help! I am a slave in a cookie factory!", this is mostly a joke... mostly.
The fortune cookie is considered Chinese food but fortune cookies actually originated in America. The fortunes are sort of like "reading palms." Some people really do it for a living and take it seriously while others just randomly do it, u know? It could be one or the other, or both. ;)