I'll go against the general trend, and say that no, dragons would, in general, not prefer cooked food.
Sure, a fire-breathing dragon would be pretty capable of inflicting burns on its prey, however inflicting burns sufficient to incapacitate or kill its prey is quite different to the process of exposing the deceased prey to sufficient heat over a sufficient time that it becomes effectively "cooked".
What is that difference? Energy. It takes a lot of energy to cook food, and while fiery breath is all very good for offence, defence and impressing the opposite sex, using it enough to cook prey would mean expending a lot of energy. Even if the energy stored in whatever combustible substance is being burned comes from an external source (e.g. Anne McCaffrey's Pernese dragons which eat phosphine-bearing 'firestone' in order to be able to produce a flame), gathering that energy would most likely not simply happen automatically. Since a dragon's flame is then a finite resource, any sensible dragon would reserve it for uses such as killing prey that it couldn't quite catch physically, self-defence, and impressing a prospective mate. This obviously precludes going on to cook that prey with it.
Even if a dragon's fire is magically generated at no metabolic cost to the dragon, it would still not make sense to use it to cook its food. Meat is best cooked at relatively low temperatures, like 200°C, not the 500°C+ temperatures that a dragon's traditionally 'very hot' flame might reach. Temperatures that high would result in the prey not being so much cooked as carbonised on the outside and raw on the inside. Applying the flame to prey for a longer period would eventually result in its insides being cooked, but there would be a very thick layer of carbonised flesh on top of that, flesh that would (unless magic was happening) have very little nutritional value left.
Dragons are also usually depicted as having long muzzles filled with carnivorous dentition, and while carnivores of the domesticated varieties don't have a problem with cooked meat as a rule, neither are they typically averse to eating a nice bloody chunk of flesh fresh from a carcass. I would not expect dragons to be particularly different in this respect.
So, a dragon might like playing with its food, setting its fur or clothing aflame and enjoying its subsequent antics before it expired or the dragon had to intervene again in order to kill it, but the end result would hardly be considered "cooked" food, being more "fatally burned" food which would still be essentially raw.
There might be occasions in which a dragon could trigger a wildfire or a structural fire which would effectively cook any prey trapped within, but this would probably be more an exception than a rule, and would result in a meal of somewhat less than usual nutritional value. Depending upon the dragon's level of intelligence, this would be of little significance to an unintelligent dragon, but for a partly or fully sentient dragon, it may have learned that if it triggers wildfires or structural fires, there will be a lot of "cooked" food afterwards, and it may have acquired an idiosyncratic taste for meals such as this.
No, most dragons would be quite happy to eat their food raw, as the only means of "cooking" readily available to them is more likely to reduce the nutritional value of that food and increase the dragon's metabolic costs, and being of carnivorous descent, for the most part wouldn't share a herbivorous/omnivorous species' dietary preferences.