The tricky part has been getting the cookies to work, because of timing issues -- Cookies can only be output before all other HTML for a webpage. But I am now in the testing stage, so hope to have a new version of the plugin available very soon.
As for the Settings page, I found a solution which simply adds a checkbox to an existing Setting. Plus, of course, a lot of explanation to be sure that people don't accidentally select this option without realizing how it overrides all other Settings.
At the same time, I found a few more ways to optimize performance. On the subject of performance, you asked earlier about it, and I forgot to mention that I got the major performance issue settled very early in this plugin's life: I cache the Theme Name when the plugin first intercepts a request for Theme, then just return the cached value for all subsequent requests. This ensures my plugin only does all of its work determining the Theme once for each time a webpage is displayed by WordPress.