I've been using CAD (Cookie-AutoDelete) to do exactly that:
https://github.com/Cookie-AutoDelete/Cookie-AutoDelete
Edit: I'm well aware that FireFox/Chrome support this natively, but with this I can share my exclusion rules between browsers and devices, albeit with manual import/exports.
Bootkitty?
However,
you can already patch your BIOS to become secure again! :)
All in all, Windows security is a joke compared to Linux's.