In a small saucepan, combine water, ginger, brown sugar, molasses, orange zest, cinnamon sticks and cloves. Stir to combine. Bring to a boil over medium heat.
Once the mixture comes to a boil and the sugar dissolves, remove from heat and stir in the vanilla extract. Set aside for 15 minutes.
Strain the syrup to separate the solids. Let cool. Store in the fridge for up to 2 weeks.
In a shallow plate, combine ground cinnamon and granulated sugar. Using an orange wedge, rim the glass and dip into cinnamon mixture.
Carefully fill glass with ice. Add vodka, Tia Maria, gingerbread syrup and heavy cream (in that order).