It’s almost always a good idea to chill or even freeze dough before baking just about anything. It allows the dough to rest, and it helps the dry ingredients absorb the wet ones more slowly, which aids in marrying and developing the flavors. Also, freezing ensures that your baked goods hold their shape when they go into the oven.
You should put all doughs in the freezer until firm. The amount of time varies depending on the size of what you’re making—small cookies might firm up in just ten to thirty minutes, and larger doughs can take up to four hours. If you can plan ahead, overnight is best (good news for make-ahead folks!). You don’t need to cover the dough for shorter-term freezing, but if it will be in there for more than three days, put it in a freezer bag to prevent freezer burn.