Answer :

The answer is For whom. :)

For whom are you baking those cookies?

Who are you baking those cookies for?

See what I did there? :)

Hope I helped :D

I also agree that the answer is B: whom

in this sentence you are using the  preposition + whom grammar structure. Whom is considered an object pronoun and is used when asking who will receive the action, which in this case, I believe is, baking those cookies. Hopefully  this makes sense and good luck.