Don't do it without cooling of some kind! The cookies will steam and get very soft, and the icing can bleed. I had cookies recently shipped to me, just heat-sealed and boxed. They sat on my porch (between 90F and 100F) no more than an hour or two, and they were a mess - the icing had bled in areas and they nearly disintegrated when I picked them up. They were fine when cooled down (texture-wise), but nothing can fix the icing once it's messed up.