Baking light cookies with Cycles?

I’m trying to set up a scene in Blender which I can use to bake light cookie maps for lights in Unity. The technique is based on this document (not for Blender Cycles unfortunately - Arnold Render) :
When I click bake for one of the cube faces, I just get a white texture with no shadows or even a slight variation in shadowing.
Any obvious gotcha’s I might have missed setting this up?
Faces are facing inwards towards the light fitting. Using point lights (maybe illumination from these is so diffused it’s not showing)
Thanks in advance.