It seems to be impossible to cook any folder with a reference to Xbox (and probably PS4) even when using the asset cooking overrides on PC.
I have a bunch of icons in a folder that are used for the UI when a controller is inserted. Works fine in PIE and assets are loaded as they should be, but they do NOT package into the Cooked Game regardless of what I do. I’ve tried using ‘Cook All Assets’ and ‘Asset Directories To Cook’ in the Packaging settings but neither works.
This issue seems to be reported on Answerhub a few time, so far without any official answer. It also occured pre-4.9 according to those posts.