Hansel was "born" hours before Bleedheart came to take Ginger's mother away. In a world where the efforts of a little girl can make a gingerbread man come to life, it does not surprise me that Licorice was created on the same day, possibly a side effect or residual magic left over from Hansel's animation.
There's similarities to Simkin's character in the fourth book in the Darksword Trilogy... whether you could see him or not was dependant on how strong the magic was in a particular world. Thus Lico has more substance in a crapsack world filled with sorrow as opposed to Confectionaria. Ironic, because it was the magic of Confectionaria that allowed her to exist in the first place.