Updating the desired functionality with Cookies as it has been implemented through sessions. In my scenario, i am adding/updating a Cookie in action method and when the partial view renders it gets the previous data of the cookie. Once the page is reloaded only then it displays the updated data.
Action Method
Response.Cookies["TColumns"].Value = string.Join(",", displayListCol); ;
Response.Cookies["TColumns"].Expires = DateTime.Now.AddDays(10);
Response.Cookies["TColumns"].Domain = null;
Partial View
<%
List<string> selectedColumns = Request.Cookies["TColumns"].Value.ToString().Split(',').ToList();
//Some code
%>
Followed these MSDN links to write and read cookies in asp.net application.
Thanks!