GDPR is a regulation enforced on a per country basis. The EU wrote it and the EU guarantees / enforces that all member states enforce it.

Therefore, talk to your local DPA. For example, in The Netherlands, you'd talk to the "Autoriteit Persoonsgegevens" (translated: Personal data protection agency"). All EU countries have some sort of governmental institution, usually named something along the lines of 'data protection agency'. As per the article, the one in Ireland is called "Irish Data Protection Commission (DPC)" – and they took the lead on blocking FB Dating.

If you're in the UK you can report it to the ICO (Information Commissioner's Office): https://ico.org.uk/make-a-complaint/.

They have a form specifically for reporting concerns with websites' use of cookies, see https://ico.org.uk/make-a-complaint/cookies/.