I don't think so. I thought they were invented in San Francisco or somewhere of the likes. I think it may have been invented by some Japanese immigrant that had a shop and made these cookies for whatever reason and put lucky numbers in them.  It's all super fuzzy so this can be really wrong.  The only thing I'm really sure of is that these don't have much to do with China at all.  It was only later on when they started becoming a "thing" that companies started putting Confucian quotes in there.  They also put other famous verses too, but those gradually disappeared and they unified around a Chinese theme.  

http://en.wikipedia.org/wiki/Fortune_cookie

As far back as the 19th century, a cookie very similar in appearance to the modern fortune cookie was made in Kyoto, Japan, and there is a Japanese temple tradition of random fortunes, called o-mikuji. The Japanese version of the cookie differs in several ways: they are a little bit larger; are made of darker dough; and their batter contains sesame and miso rather than vanilla and butter. They contain a fortune; however, the small slip of paper was wedged into the bend of the cookie rather than placed inside the hollow portion. This kind of cookie is called tsujiura senbei (辻占煎餅?) and are still sold in some regions of Japan, especially in Kanazawa, Ishikawa as the lucky items to start Happy New Year. [2]Some said that it's sold in the neighborhood of Fushimi Inari-taisha shrine in Kyoto.[3]

I got one the other day. It read-

   "Help! I'm being held hostage in a Chinese Fortune-cookie factory!"