Cooke converted his spot-kick and goalkeeper Woodman saved one and watched another go wide as the Young Lions defeated Holland 4-1 on penalties in the final just under a fortnight ago in Malta.
The whole squad and staff were invited by The Football Association to attend the England v Peru match, and they enjoyed a roaring reception from the crowd as they went on a lap of honour prior to kick-off.
Newcastle United shot-stopper Woodman was quick to praise the reaction from the fans, describing it as a “magical” evening.
“It is a dream as a kid to win something with England – especially in a penalty shoot-out,” he told TheFA.com. “It was great for me to save a penalty – but all four of the takers for us were top drawer, too.
“You can see how much it meant to everyone here – the response by the crowd was brilliant and it was great. Hopefully it will be the first of many magical moments for us.”
He added: “All year we have shown what a tight-knit group we were, especially out in Malta.
“We want to stick together and go through the age groups with England and continuing to play well as a team.”
Cooke, another resident of the north east, said the squad’s achievement is still sinking in.
The Middlesbrough midfielder said: “I still can’t put it into words. It is an unbelievable feeling coming back and getting greeted by everyone – I felt like a hero.”
He continued: “I could say it has sunk in, but I don’t think it has fully yet. I haven’t been back to my club as the season has finished, but around the north east and my home town of Peterlee it has been amazing and what I dreamed of when I was a kid.”
And on the lap of honour, Cooke added that it is a moment that will live long in the memory.
“I’ve always wanted to come to Wembley, and this was my first time ever coming here, but what an experience it has been. To go on that parade around the pitch as a champion for your country and then meet Steven Gerrard afterwards - it is what I used to dream about.
“Hopefully this is just the start and the only way is up. We all know that we have a lot of hard work to put in to continue our development – but this group all have that desire and we won’t rest on this.”
And Cooke is already clear on what his next goal is. He added: “For me, I need to get back and impress at Middlesbrough.
“If I can do well for them, then hopefully I can break into that England U18 squad.
“That is a big target – as well as trying to break into the first-team at Boro.”