Green’s Dictionary of Slang

cockles n.

the labia minora.

[UK]Farmer & Henley Sl. and Its Analogues.
[US]Maledicta IV:2 (Winter) 184: Some terms that have survived this ignorance include […] gate in the orchard, cockles, double-sucker, ear between the legs, cat’s head cut open, etc., for the lesser lips.

In phrases

play at hot cockles (v.) [SE hot cockles, ‘A rustic game in which one player lay face downwards, or knelt down with his eyes covered, and being struck on the back by the others in turn, guessed who struck him’ (OED)]

to caress and stimulate the female or male genitals.

[UK]Dekker Satiromastix III i: Let not thy tongue play so hard at hot-cockles.
[UK]Middleton Women Beware Women I iii: Playing at hot-cockles with rich merchants’ wives, / Good to make sport withal when the chest’s full.
[UK]Le Strange Merry Passages and Jeasts No. 433 121: Finding the Fellow on the Toppe of her, and his Breech bare, she went to Hott-Cockles with him.
[UK]T. Duffet Epilogue Spoken by Heccate and Three Witches 30: What, you have been at Hot-Cockles I see, Beldames! how dare you traffick thus, and not call me?
[UK]N. Lee Princess of Cleve V i: Kissing and Smacking, Puffing and Blowing so hard, you wou’d have sworn they had been at Hot cockles’.
[UK]Behn Lucky Chance III v: ’Tis so, his gentlewoman has been at hot cockles without her husband, and he’s horn-mad upon it.
[UK]Farquhar Sir Harry Wildair I i: Where d’ye think I found him? [...] Why, in the middle of a Monastry among a hundred and fifty Nuns, playing at Hot-cockles.
M. Davys Accomplished Rake in McBurney 362: [He] had burnt his fingers playing at hot cockles with the drabs of Drury.
[UK] ‘Clown’s Peep into the Seraglio’ Batchelar’s Jovial Fellows Collection of Songs 3: When the grey mare is the better horse—and if the Ottomy ladies had but a little hedification at Billingsgate, the flat fish would soon prove themselves fine soles, and make it all hot cockles with the musclemen.
[UK] ‘Catalogue of Odd Fish’ Fleet-Street Collection 8: A lily white muscle’s a beau, / And hot cockles a game for the ladies.
[UK] ‘The Chapter Of Cocks’ in Swell!!! or, Slap-Up Chaunter 35: They roll’ ’neath the hay-cocks, had for tea, cocoa, / Then hot cockles played ’till time to go.
[US]Maledicta IV:2 (Winter) 197: Alternatively, she may like to play hot cockles or allow someone else to fumble, feel or finger-fuck her.