You probably should, according to https://gdpr.eu/cookies/ (not official eu resource) under cookie compliance section: “Make it as easy for users to withdraw their consent as it was for them to give their consent in the first place.”

Complain form can be found here: https://edps.europa.eu/data-protection/our-role-supervisor/complaints/edps-complaint-form_en

Guidelines can be found here: https://edps.europa.eu/data-protection/our-role-supervisor/complaints_en