Once cookie blocking has been tested on Test Wikipedia (T158129), let's enable it on English Wikipedia (per 2015 Community Wishlist request). If it works well there, we can enable it by default for all wikis.
The config variable is $wgCookieSetOnAutoblock in InitializeSettings.php.
Check the autoblock list to see if it's growing.
Make sure EventLogging data is being logged and of a reasonable volume.