The first daggerboard wasn't quite good enough, so I ended up building a second one.  There wasn't anything fundamentally wrong with the technique for the first, though, except where noted below.  However, the technique I used on the rudder was much easier.

The plans give a template for the daggerboard section, and dimensions for the finished board. Steps for building are:

1. Trace half the template onto a few pieces of wood. These ended up looking like an airplane wing when viewed from end-on. I decided to use half sections instead of whole to make it easier to layup each half on a flat table and to avoid asymmetry.
2. Screw the templates to a board as long as the daggerboard.
3. Cut each side of the daggerboard from 3mm marine ply.
4. Lay up 2 layers of carbon fiber on one plywood side on a flat table.
5. Place the wet ply on the template sections and staple or clamp the side to the sections to force it into shape. Use plastic strips under the staples to make them easier to remove. It's just like cold-molding.  (Here's where the problem occurred.  The forms for the daggerboard were cut to the same size as the template, but the template gives the size to the outside of the daggerboard.  So each side of the board was over 3mm thicker than it should have been, and the complete board ended up 6mm thicker than it should have.  So I should have either made the wood forms 3mm smaller, to compensate for the plywood, or better yet not used plywood at all.  I could have placed a release film between the plywood and the carbon, which would have made the plywood simply a mold and not a component of the finished part.  But at the time I didn't realize what a wonder material carbon fiber is, and I didn't believe that a carbon skin would have the necessary stiffness to support itself while I constructed the rest of the board.)
6. Once the side has cured, it will retain its shape. I haven't tried this with glass but I suspect it's not stiff enough to work.
7. Flip the templates and laminate the other side.
8. Farrier calls for unidirectional running down the board. I laminated the uni outside, and it was difficult to fair. Next time (for the rudder) I'm going to laminate the uni on the inside to retain the smooth surface of the ply.   (Once again, had I used the plywood as a mold and not as a part, I could have laminated the unidirectional on the inside after pulling the part off the mold.)
9. Coat the inside with epoxy to protect the ply.
10. Glue both sides to the core (my core is a fir 2x6 wrapped in 29oz quadraxial).
11. For the leading edge, I ran a 1/2" diameter dowel through the table saw to create a flat side, then ran it through on each side, resulting in a mushroom-shaped dowel (viewed from end-on).
12. Glue the dowel to the front edge of the sides.
13. I ground down the trailing edge, but it's still too thick. For the rudder, I'm going to cut the trailing edge short, laminate three strips of carbon, glue them together at the trailing edge, and then glue this assembly to the aft edge of the sides, for a knife-edge.
14. Fill the inside with expanding foam.
15. Laminate another layer on each side, wrapping around the leading edge and overlapping.
16. Drill pull up and pull down line holes, fair, and paint.

If you vacuum-bag the daggerboard, use very low vacuum because it's easy to cause the skins to flex inward at high vacuum and ruin the shape by the time the resin cures. Fortunately I figured this out before the resin cured.

The trunk is constructed from end-grain balsa sheets. Since each sheet is 24x48", and the case needs to be slightly more than 24" deep, I glued two pine molding strips to each edge so the case is about 28" deep and has rounded edges. Then I inserted a piece of marine ply in each side for mast compression load, coated the balsa with a thin layer of epoxy thickened with microballoons, and vacuum-bagged two layers of 11oz carbon on the inside and one layer on the outside.

I laminated a piece of 8oz cloth over one side of the oak end pieces, then glued and screwed the box together. I overlapped the second outside layer over the ends, but almost cracked the case because I attempted to vacuum bag the layer and didn't support the center of the case.  Fortunately I stopped the pump before any damage was done. Then I laminated the ends and the unidirectional, installed the pull-down line slot, and the side supports. The external mast support pieces are maple, laminated with a layer of carbon fiber purely for looks.