Using a shortcode in Parameter Name field

I don't know what Cookiemonster is outside of Sesame Street so i'm assuming it's a plugin that let's you output query string values via a shortcode.

If so, it's unnecessary in this situation. If what you are trying to do is dynamically populate a field using the value passed in a query string then Gravity Forms supports this out of the box.

The how to below explains how to dynamically populate a field:

http://www.gravityhelp.com/documentation/page/Using_Dynamic_Population

You will want to look at the first part that explains how to setup a field to be populated dynamically, and then you'll want to look at the section on populating the field via the query string.

You wouldn't use a shortcode in the parameter field when enabling a field to be populated dynamically. The parameter isn't where you give the field it's value, it's where you name the field and that name is then used to target the field and populate it dynamically.

For example, if you enable dynamic population and give the field a parameter name of "myparameter" (without quotes) then you could dynamically populate that field by passing a value to it via the query string by passing the value like so...

http://mysite.com/mypage?myparameter=VALUE

Check out the how to documentation above. It explains how to do this.