Edit: I didn’t realize ZAP posted while I was typing. Here’s my post anyway. 
I’m thinking that you could set up an HTML form for each button using POST. Then you’d create a document and a snippet with some PHP to process the form and set the cookie accordingly. I’m not sure if you could pull of a way to just use one form or not, but either way, you should still only need one processing page. And actually, if you want, you don’t even need to use a document for the form processor. You could just create a PHP file with the code and call that and have it redirect to a MODx page.
Here’s an example of the forms I would create.
<form action="formProcessor.php?size=1" method="post">
<p><input type="button" name="submit" value="Small Font"></input></p> <!-- the p tags are for XHTML Strict (Transitional also?) -->
</form>
<form action="formProcessor.php?size=2" method="post">
<p><input type="button" name="submit" value="Medium Font"></input></p> <!-- the p tags are for XHTML Strict (Transitional also?) -->
</form>
<form action="formProcessor.php?size=3" method="post">
<p><input type="button" name="submit" value="Large Font"></input></p> <!-- the p tags are for XHTML Strict (Transitional also?) -->
</form>
The PHP code you’d use would be very similar to the code in that other topic.
By the way, though, with the other topic’s method, the user would never even see the query string on the URL, so it’d still be clean. The button would link to page that sets the cookie, and if that page redirected to a MODx page without a query string, you’d never even see it. Just throwing that out there.
