I wouldn't be surprised if both the timer, the note, and the cookies (yum!) are just one big mind game to screw with Vin's head. Although, everything went black when the countdown hit zero, so maybe it was leading to...that. I don't know. I'm kinda hoping that Vin ends up in the Candleverse, and meets up with Dr. Corenthal, to kind of bring the series back full circle and answer questions that have been floating around for a while (anyone remember the Mining Town Four)?
Also, one last showdown with the Rake! (that we actually see)