You could have a 'no cookies' badge that links to your cookie policy - 'we use no tracking cookies and so are compliant with EU law ... then list any cookies/local-storage used and explain what they're for.
That would make you sound a lot more professional too. And trustworthy. (As long as that's actually what happens).
When I see these dialogs listing they have 1289723 gazillion vendors they share data with, I know that whoever is in charge of analytics, privacy or both at the company is incompetent.
Best we can do is a full screen model or annoying toast telling users we dont use cookies and click 4 to 7 check boxes to agree.
But then you can't have tracking cookies.