Worked it out, but it required learning more ctypes than I wanted -_-. Try this- I required different library paths, etc than you, so I'll just paste what's relevant.
#remove all cookiejars
generic_cookiejar_type = libgobject.g_type_from_name('SoupCookieJar')
libsoup.soup_session_remove_feature_by_type(session, generic_cookiejar_type)
#and replace with a new persistent jar
cookiejar = libsoup.soup_cookie_jar_text_new('/path/to/your/cookies.txt',False)
libsoup.soup_session_add_feature(session, cookiejar)
The code's pretty self explanatory. There's also a SoupCookieJarSqlite that you might prefer, though I'm sure the text file would be easier for development.
EDIT: actually, the cookie jar removal doesn't seem to be doing anything, so the appropriate snippet is
#add a new persistent cookie jar
cookiejar = libsoup.soup_cookie_jar_text_new('/path/to/your/cookies.txt',False)
libsoup.soup_session_add_feature(session, cookiejar)
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