It very simple, really. All you have to do is drape two to three warm cookies (or as many as will fit) side by side but not touching, over the round handle of a wooden spoon.
When cookies are done baking, have a few spoons at the ready (the recipe makes about 20 cookies), then, using your fingers, gently curl cookies tightly around the handle, forming a cigar. Gently press cookie seam to seal. When cookies are cooled, slide off spoon.
Get the recipe: Lacy gingersnaps