A cooked brick is a mud brick which has been cooked in a furnace and is used primarily as a building material. It looks similar to normal mud bricks but has a much brighter texture.
Also you can sell them to Indian villagers so they can upgrade their homes.
Cooked Bricks can be re-cooked in a furnace, so when placed in a vis fueled Arcane Furnace the bricks have a chance of multiplying. Meaning infinite cooked bricks. (playing version 1.2.5 of Yogbox)