FIG. 1 is a perspective view of the inventive design for an umbrella cookie die; FIG. 2 is a top plan view of the design of FIG. 1; FIG. 3 is a bottom plan view of the design of FIG. 1; FIG. 4 is a side elevational view of the design of FIG. 1; FIG. 5 is an opposite side elevational view of the design of FIG. 1; and, FIG. 6 is a cross-sectional view (relative to FIG. 3) of the design of FIG. 1.