From what age should minor female cousins not touch adult male cousins?
There are no special halachos for cousins. Although some authorities are more lenient concerning brothers and sisters than concerning non-family boys and girls, it appears that this leniency applies specifically to sisters, and not to cousins (see here).
In general there is no set age for matters of Chinuch with regard to the concept of tzenius. Unlike other matter, no actual “prohibition” is involved, because contact for children is entirely innocent. Still, when children get older (10-11) and can appreciate that it is immodest, they should be taught not to touch one another.
See also the laws of Yichud, where we find that there is no prohibition on the seclusion of two children. Although authorities are careful concerning mixed swimming from a younger age, it appears that touching, certainly in a playful manner, will be similar to seclusion.