Our son *loves* these cookies (not all are egg/nut/dairy free - read the labels). I think they're great, too.
It's great that the baker gave such balanced and cautious advice.
Regarding the comment "Keep in mind that in some instances a product may be Egg and Dairy Free, Kosher-Pareve and still be made on a production line that
also makes products that contain Dairy. It depends on the Rabbi to accept that compromise or not." If I recall correctly, the decision  is based on whether the rabbi observed that proper procedures were followed to clean the equipment, according to the laws of kashrut.  These rules decrease the probability of contamination, but they do not absolutely guarantee that there will be no contamination.
It's a risky world for us dairy-allergic people. Fortunately some of these risks are within a reasonable range.
Mark