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Preheat oven to 375 degrees. Place a nonstick baking mat or a piece of parchment paper-lined aluminum foil on a rimmed baking sheet so that one long side of the baking mat or foil is propped up onto the edge of the baking sheet, creating a soft slope on one side (the opposite side of the baking sheet will be uncovered by about 1/2 inch).
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Place butter, sugar, and molasses in a large saucepan over medium-high heat. Cook, stirring, until mixture comes to a boil; remove from heat and stir in baking soda, ginger, cloves, nutmeg, allspice, cinnamon, orange zest, rum, and vanilla if using. Add flour and stir to combine; let cool about 30 minutes.
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Divide dough into two equal pieces. Turn one piece of dough out onto a lightly floured work surface and roll dough out to 1/8-inch thick. Cut dough into 15 6-by-1-inch rectangles with a point at one end. Repeat process with remaining piece of dough.
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Working in batches, place cookies on prepared baking sheet 1/2 inch apart so that the pointed end is propped up on the covered edge, creating a soft slope at the tip of each ski. Arrange dragees and candied ginger to create a binding in the center of each cookie. Transfer to oven and bake until crisp, 6 to 8 minutes.
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If any cookies become stuck together while baking, immediately cut apart using a sharp knife. Let cookies cook slightly on baking sheet to set shape. Carefully remove from baking sheet and transfer to a wire rack to cool completely.