How to properly disable session cookies (EU cookies law, GDPR)

As nobody reacted, I presumed there is no common solution. I dived into a problem and realized what was setting the session cookie. On the page I have a contact form, but this was not the problem by itself. I am using form helper, and the cookie was set after I called validation_show_error() function. I made changes in my code to avoid using of this function and there is no cookies set on my page at all. It is strange that validation library not setting the session cookie, but validation form helper function do.