I'm very sorry for your loss.
Rat's are capable of experiencing what we call depression and grieving over the death of a friend or family member, at least in my opinion. Trying to bond him with another rat right now may be tricky. He could possibly be less receptive to the experience because of the circumstances or he could light up like a Christmas tree. It's a chance that's ultimately up to you to decide if it's worth taking. If it were me I would take the chance since Rat's are such social creatures, only if I was prepared for the possibility of them not getting along and having a plan B.
When it comes adding a new furry family member with the hopes of bonding them, it's always best to prepare for the worst and hope for the best. If it turns out they are not a good match, could you provide another set-up for two lone rats? Afford trying to neuter? Those are the type of questions to ask. Oreo would probably be much happier just having a member of his kind in a cage beside his if it doesn't work out.
Try not to see it as you are replacing Cookie, you are just starting another journey with a new rattie.
I'm sure Cookie would want you to share the love you showed him to another rat.
-Erika