If you are using the icons without the digital display and iNav layout, you can copy the shadows images to Bundles/com.apple.springboard, clear cache (select-deselect a theme in winterboard) and respring from there.

A note regarding the dock shadow.  It cannot be made the same width as the regular icons, the original image is smaller in width than the regular icon's shadow, and making it bigger result in iOS compressing the image and not using it as is.
