Fix custom cookies example (#9321) (#9324)

(cherry picked from commit a4b148e)

docs/client_advanced.rst

@@ -82,14 +82,14 @@ parameter of :class:`ClientSession` constructor::
 between multiple requests::
 
     async with aiohttp.ClientSession() as session:
-        await session.get(
-            'http://httpbin.org/cookies/set?my_cookie=my_value')
-        filtered = session.cookie_jar.filter_cookies(
-            'http://httpbin.org')
-        assert filtered['my_cookie'].value == 'my_value'
-        async with session.get('http://httpbin.org/cookies') as r:
+        async with session.get(
+            "http://httpbin.org/cookies/set?my_cookie=my_value",
+            allow_redirects=False
+        ) as resp:
+            assert resp.cookies["my_cookie"].value == "my_value"
+        async with session.get("http://httpbin.org/cookies") as r:
             json_body = await r.json()
-            assert json_body['cookies']['my_cookie'] == 'my_value'
+            assert json_body["cookies"]["my_cookie"] == "my_value"
 
 Response Headers and Cookies
 ----------------------------