How to trace what is re-entering jet.com super-cookie?
You can use a command line utility called fs_usage to find out which application is accessing a file.
To keep an eye on the files stored for this "jet.com" entry the following command will show all activity on all files that contain "https_jet.com" in the file name or path.
sudo fs_usage -f filesystem | grep "https_jet.com"
I'd recommend running this command and trying to delete the entry again. You'll be prompted for your password because of the sudo command at the beginning, but that's necessary because fs_usage needs elevated root permissions. To cancel the command once you think you have enough information hold down CTRL and hit C.
For example while running that command and removing the entry using Safari's preference pane I get the following entries, which shows activity from Safari, WebKit, dbfseventsd and fseventsd on these files. If the removal of these files is being prevented or if something is recreating them, I'd expect you to see something that might help you identify the culprit.
00:58:59 unlink /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000010 Safari
00:58:59 getattrlist /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000003 Safari
00:58:59 rmdir /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000002 Safari
00:58:59 unlink /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000002 Safari
00:58:59 getattrlist /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000002 Safari
00:58:59 rmdir /Users/alistair/Library/WebKit/MediaKeys/https_jet.com_0 0.000002 Safari
00:58:59 open /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000042 com.apple.We
00:58:59 getattrlist /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000003 com.apple.We
00:58:59 rmdir /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000003 com.apple.We
00:58:59 open /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000004 com.apple.We
00:58:59 getattrlist /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000002 com.apple.We
00:58:59 rmdir /Users/alistair/Library/Safari/Databases/___IndexedDB/https_jet.com_0 0.000002 com.apple.We
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000008 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000002 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000013 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000006 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000002 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000002 Safari
00:58:59 stat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000025 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000005 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000003 Safari
00:58:59 unlink /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000194 Safari
00:58:59 unlink /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000271 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000004 Safari
00:58:59 HFS_update /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000003 Safari
00:58:59 unlink /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000070 Safari
00:58:59 stat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000006 Safari
00:58:59 stat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000004 Safari
00:58:59 stat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000003 Safari
00:58:59 access /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000020 dbfseventsd
00:58:59 access /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000004 dbfseventsd
00:58:59 access /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000003 dbfseventsd
00:58:59 lstat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage 0.000019 fseventsd
00:58:59 lstat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-wal 0.000003 fseventsd
00:58:59 lstat64 /Users/alistair/Library/Safari/LocalStorage/https_jet.com_0.localstorage-shm 0.000002 fseventsd