Is there a way to automatically delete all cookies in Safari upon exit?

For the longest time the ill-named "Safari Cookies" extension (by using SIMBL) provided this function of automatically deleting all cookies in Safari when quitting the application.

But development of that project has stopped and it does not work with the latest version of macOS and Safari. Instead they sell a 20USD product that promises to continue doing that and more.

Is there any free option for providing what should be an essential privacy feature of any modern browser? I don't want to select "Clear history..." from the Safari menu every time I use that application.

You can use the private mode which erases cookies(I think) and your history upon closing the windows.