I use instant espresso powder. It didn’t need to be wet to incorporate into the dough.
That’s true if you add it to wet ingredients first or to a relatively liquid batter, but the brand I use would definitely not distribute evenly if added at the end to an already mixed and stiff cookie dough. So that’s why I suggest a slurry, as it gives you the flexibility of adding the flavoring at most any stage - which can be especially handy when recipe testing. Can’t tell you how many times I’ve misguessed on flavorings when testing and wanted to add more at the end!