While CookieWarning is GDPR compliant as long as a site has only essential cookies (and MediaWiki falls into that category by default), it is not GDPR compliant in case tracking scripts or advertising scripts have been added to a MediaWiki website, because GDPR requires user consent before the scripts' activation, something like this implementation for example: https://www.freeprivacypolicy.com/cookie-consent/
It would be great if the extension could be customized by each user in order to ask for visitors' consent for the scripts they use, in countries where the GDPR is in effect and to load all scripts by default in countries where the GDPR is not enforced.