What do you mean? "Kokkun" is simply a play on "cook" - コック + くん. "Cookie" is pretty much as close as you can get in English to the general sentiment. Though there's really no excuse for the original translators not recognizing "Hors d'Oeuvre".
I'm more interested in getting things to look/sound good in English than getting them spot-on accurate to the original. In practice, I find the two goals rarely clash with one another, but if I have a choice between "what sounds natural" and "what the original Japanese text literally says," guess which loses.
Knowing what I know now about this game - the existing translation and whatnot - I'd go for "Cookie" for the protagonist and "Hors d'Oeuvre" for the villain, assuming this project has any ambitions beyond simply providing a proper English title screen. I'd like to go on the record and say that the word "naughty" never sounds good in English unless you're intentionally trying to make the speaker sound utterly disconnected with reality - I remember beta testing a text adventure where a major character went by the nickname "Naughty" (as a play on his real name "Norton") and I expressed disbelief that a teenager would wear a title that's only two cuts above "bed-wetter" like a badge of honor. So take my advice: kill it.
We could then go with something like "Cookie in Gourmet World," "Cookie the Chef in Gourmet World," just "Gourmet World," or hell, some baroque fusion like "Gourmet World: Panic Restaurant" or "Panic Restaurant: Gourmet World."
(You know, "Chef" would fit nicely in those dango. "Chef Cookie in Gourmet World", perhaps? It can't be any worse than "Naughty Kokkun's Gourmet World"...)