Hi Kaituna , you can cook them ,but you loose some scent in doing so.
Other options are Bait elastic, which is a stretchy cotton product available at most fishing shops, simply wind around your bait as required ,no knots needed.
Bait sock, a muslin stocking type product, that you can make into a bait sausage, available at some stores, some of your/your wifes old pantyhose can work, at a pinch.
Adding salt to any shellfish, draws out moisture,making the bait tougher,and it dosen’t seem to put the fish off.
I just shell what ever bait im using , and layer it with sea salt in jar or iceream container, leave it to toughen up over night.
Kept cool with lid on ,salted bait can last quite a while without refrigeration.