Granular materials are involved in most industrial and environmental processes, as well as many civil engineering applications. Although significant advances have been made in understanding the statics and dynamics of cohesionless grains over the past decades, most granular systems we encounter often display some adhesive forces between grains. The presence of cohesion has effects at distances substantially larger than the closest neighbors and consequently can greatly modify their overall behavior. While considerable progress has been made in understanding and describing cohesive granular systems through idealized numerical simulations, controlled experiments corroborating and expanding the wide range of behavior remain challenging to perform. In recent years, various experimental approaches have been developed to control inter-particle adhesion that now pave the way to further our understanding of cohesive granular flows. This article reviews different approaches for making particles sticky, controlling their relative stickiness, and thereby studying their granular and bulk mechanics. Some recent experimental studies relying on model cohesive grains are synthesized, and opportunities and perspectives in this field are discussed.