Preheat oven to 350F.
In a large bowl, combine the flour, sugar, all spices, and baking soda. In a smaller bowl, whisk together the egg and water. Add it to the flour mixture, along with the molasses and vanilla. Mix well to combine. If the mixture is too dry and still crumbly, add a little more water a tablespoon at a time, just until the dough will hold together in a sticky ball.
Remove from oven and allow to cool for 10 minutes. Cut into 1/2-inch slices on the diagonal. Place the slices cut-side down on the baking sheet and bake for 10 more minutes. Turn them over and bake for 8-10 more minutes. Remove from oven. Biscotti may seem soft at first but they will harden as they cool.