Pillsbury cookie dough uses heated flour to help kill off any potential bacteria that can cause E Coli and make you sick.
So it's pretty safe to eat Pillsbury cookie dough raw but the Pillsbury doesn't recommend eating their cookie dough raw or any other brands of cookie dough raw.
It's a risk you have to take yourself but I would say that in my opinion and from my own experience that you're unlikely to get sick from eating any cookie dough raw.
But there's still a chance that you could get sick from eating Pillsbury cookie dough raw or other cookie dough raw.
Eating raw cookie dough is relatively safe and you're unlikely to get ill or die as a result of eating raw cookie dough either homemade cookie dough or store bought cookie dough.
There is the potential though that eating the raw cookie dough could infect you if the raw cookie dough happened to contain E coli in it or it could lead to Salmonella Poisoning if the eggs in the cookie dough contained Salmonella.
So that's a few risk that you take when eating cookie dough raw and it's not recommended to eat any cookie dough raw.
But I myself have eaten raw cookie dough both store bought and homemade over the years and it's never made me sick so far.
Many people do eat raw cookie dough without any issues with their health but it's a risk that is up to you to take.
I would continue to eat raw cookie dough because it's delicious and on the rare chance that I did get sick I would just go to the hospital and get treatment.