Gingerbread Chimneys as well as the recipe to craft these christmas-themed blocks can be found in randomly spawning Holiday Gift-boxes during the Festive Season event around Christmas. There are also player-built Adventures that let you learn these recipes.
To craft a set of 2 Gingerbread Chimney blocks, you'll need to find and learn the recipe first. Then you will need
Gingerbread Chimneys can be rotated by pressing R and the left mouse button while moving the mouse.