You're only required to take four courses for a PhD program? Is your department purely astrophysics? This is just somewhat surprising to me, because those of us who are PhD students in combined physics and astronomy departments have to take a lot more than four courses.
Anyway, just so you know where I'm coming from, I'm a PhD student in particle astrophysics (experimental), which I guess is a tad bit like cosmology. The first semester of Jackson is pretty worthless as far as learning physics goes. It's basically just grad student hazing. Now, I will say that the course certainly has some "character building" value. It gets you used to the rigor of grad school, and it forces you to work with other grad students on the homework. And I do believe that anyone with a PhD in physics or astrophysics should know how to do Jackson-level problems. I'm definitely better off for taking it. But I have never used the material in my research. Seriously: how often do astrophysicists need to solve Laplace's Equation in spherical coordinates? Heck, even the condensed matter people don't do this. Maybe if you're in helioseismology you might, but even then the same math can be learned in quantum (which I think is a far more important class for any physicist).
Having said all this, I've actually found the second semester of Jackson E&M to be surprisingly useful. You learn about transmission and reflection of EM waves, as well as radiation processes and relativistic E&M. Relativity is really important in particle physics, which you'll be doing a lot of too if you're in cosmology. Also, my research has a lot to do with interaction cross-sections and angular distributions of radiation, which you also learn about in second semester Jackson. It's rather useful in astrophysics, only problem is that you need to get through first semester to take it.
Sorry I can't give a definitive answer, but I hope this helps.