To me when i think of cozy fantasy i think of classic,imaginative fantasy like the ones J.D mentioned. Where violence,heroics isnt the main focus but exploring characters,other issues. Writers who can be grim but still write wonderfully about other things.
I would mention Lord Dunsany for his writing about nature,myths,fable like stories and Jack Vance Dying Earth stories and Fritz Leiber Fafhred and Gray Mouser stories for their wit,great characters and their wonderful use of language.
Cozy fantasy is like those authors to me and not because they are soft,tame like Agatha Christie is cozy mysteries. Their worlds,stories of those authors can be grim but they care far more for other themes,issues.