Is this a bad idea?

I'd never say no to frozen yogurt

Yes, most definitely don't feel guilty for eating. Don't start placing moral values on food, it's a bad road to go down. Look at foods in terms of their nutrient density. Are you getting enough protein, fats, fiber? Micronutrients? That's all that matters for health and body comp. Staying in your respective calories goals, typically a moderately aggressive deficit, as a heavy deficit is a bad idea, and getting your required nutrients. Where that comes from is really irrelevant unless you have a medical condition.

933 though? I'd add about 500 on that at least!

I don't know what else you've eaten today or what your nutritional goals are, but if you have calories left and you want yogurt with cookies then have it. Throw some chocolate chips in there too. The only bad choice, IMO, is choosing to deprive yourself of what you really want.

Its hard to tell without an open diary, but I'm guessing at that low calorie level, you have probably not met your macros for the day. Check out what you're low on. Fat and carbs? Up it to real ice cream. Protein and fat? Cheese or the like. The idea of IFFYM is not to eat whatever you want. It just means that once you meet all your macros goals, you get no extra points for having a wheat grass shot over a peanut butter cookie.

You mention that you are trying the if it fits your macros thing - are you hitting your macros? It seems unlikely at only 900 calories.

Having a less nutrient dense foods here and there is fine, however, under IIFYM it should be after meeting your nutrient goals.

As a one off, its not bad however - I would just try not make a habit of it.