I suppose one way of doing it is with some kind of script that links up to a prehosted theguardian.com so the cookie is set from where the js is included from.
This is just what third party cookies are. Cookies set from the server-side (ie, the Set-Cookie header) can set whatever domain they want -- and if that cookie happens to not match the domain of the page you're on, that's what's called a third party cookie.
Some browsers (primarily Safari IIRC), however, will automatically reject those cookies, either in all instances or depending on if you've interacted with that domain before.
What do you think?
[1] http://en.wikipedia.org/wiki/HTTP_cookie#Domain_and_Path
[2] http://en.wikipedia.org/wiki/HTTP_cookie#Third-party_cookie
My point was that it doesn't need to require much complexity at all; just an HTTP request served by the domain in question that passes along the cookies that need to be served from the new domain.