Apply suggestions from code review

Co-authored-by: Arya <aryasolhi@gmail.com>

zebra-rpc/src/server.rs

@@ -311,8 +311,12 @@ impl RpcServer {
         let wait_on_shutdown = move || {
             span.in_scope(|| {
                 if config.enable_cookie_auth {
-                    cookie::remove_from_disk(&config.cookie_dir)
-                        .expect("Zebra must be able to remove the auth cookie from the disk");
+                    if let Err(err) = cookie::remove_from_disk(&config.cookie_dir) {
+                        warn!(
+                            ?err,
+                            "unexpectedly could not remove the rpc auth cookie from the disk"
+                        )
+                    }
                 }
 
                 info!("Stopping RPC server");

zebra-rpc/src/server/cookie.rs

@@ -35,6 +35,8 @@ impl Default for Cookie {
 
 /// Writes the given cookie to the given dir.
 pub fn write_to_disk(cookie: &Cookie, dir: &Path) -> Result<()> {
+    // Create the directory if needed.
+    std::fs::create_dir_all(&dir)?;
     File::create(dir.join(FILE))?.write_all(format!("__cookie__:{}", cookie.0).as_bytes())?;
 
     tracing::info!("RPC auth cookie written to disk");