Very little difference. Most of the time we would say, "I enjoy cooking." This means that I enjoy preparing the food to eat. "I enjoy doing the cooking" could mean "I enjoy having the responsibility (or job / task) of cooking.
Here is another example. I enjoy paying the bills. A person probably doesn't enjoy paying out the money, but they could enjoy the job of paying bills so they know where their money is going, or how it is spent.