I have a BlendTec, very similar to a Vitamix, and I can't imagine how it could make cookie dough. The contents have to be moist enough to create a vortex, or it only chops up the bottom. Cookies wouldn't be that moist. Also, it would turn it into a puree. Not the right texture for oatmeal cookies.
I just looked in the book that came with it. It has recipes for cookies, but they involve using pre-made dough from a tube, and then using the blender to make a topping/frosting. There is one bread dough recipe in it.