A separate building is a separate building; build it the same way you built the fisrt one. The only difference is that you now have a service-sized ground wire connecting the two panels (and, of course, kept the grounds apart from the neutrals).
Remember the purposes of the different types of 'grounding'
The ground rod is there for lightning. A separate building is a separate target, so it needs a ground rod (or Ufer, or other electrode).
The big wire connecting the two panels is there to clear faults, to allow the breakers to trip. Think of it as a 'bonding wire' rather than a 'ground wire.'
