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1
Make the cookies: Sift together the flour, ginger, nutmeg, allspice, cinnamon and salt in a large bowl.
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2
In the bowl of an electric mixer fitted with the paddle attachment, combine the butter and granulated sugar and beat until creamy and light, 5 to 8 minutes.
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3
Scrape down the sides of the bowl with a rubber spatula so all of the butter and sugar fully integrate.
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4
Beat in the egg yolks, one by one, and then the vanilla.
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5
Gently mix the dry ingredients into the butter mixture until it forms a soft dough.
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6
Using plastic wrap, shape the dough into one log 10 inches long and about 2 inches in diameter.
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7
Chill until firm, about 2 hours.
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8
Preheat the oven to 350 degrees F and line two baking sheets with parchment.
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9
Bake the cookies: Unwrap and use a sharp knife to cut the logs into 1/4-inch-thick slices.
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10
Arrange the cookies 1 inch apart on the prepared baking sheets.
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11
In every other cookie, cut a hole about 1 inch in diameter with a small round cutter.
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12
Bake the cookies until light golden in color, 12 to 14 minutes.
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13
Set aside to cool.
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14
Make the icing: Combine the confectioners' sugar and butter in the bowl of the mixer fitted with the paddle attachment.
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15
Beat until smooth, 2 to 3 minutes.
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16
Add the cream and rum and mix until blended.
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17
Make the dusting sugar: In a small bowl, combine the granulated sugar, nutmeg, cayenne and lemon and orange zests.
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18
Set aside.
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19
Assemble the cookies: After the cookies have cooled, put the icing on the cookies without holes (about 1 teaspoon per cookie) and top each with a cookie with a hole to make sandwiches.
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20
Don't press down.
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21
Place the tops on gently so the icing doesn't leak out of the sides.
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22
Make the caramel: Heat the granulated sugar in a small skillet over medium heat, stirring occasionally, until all of the sugar melts.
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23
Once melted, do not stir but swirl the pan until the sugar is amber, about 6 minutes.
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24
Drizzle each cookie with the caramel and top with the dusting sugar.
