You can always throw an extra egg yolk or two into a meatloaf. You can freeze them, too.
But I would agree with Julia that using only yolks in your sugar cookie dough would likely cause an extra soft crumb to your final product. I think you need the protein strands of the egg white to add structure for roll-out cookies--or else they might not retain their shapes and sharp edges when you bake them.
Edited to add: You would do better to leave out the egg entirely than to add yolks without their whites. Some sugar cookie/shortbread recipes don't call for any eggs at all.