There are a few ways to do it. Pharan mentioned one already,
You can draw it to an intermediate texture (eg an FBO), then draw that with alpha. This works because you are no longer drawing overlapping parts. This gives you proper alpha for your whole skeleton and its usefulness isn't limited to a drop shadow, you can fade a skeleton in or out without having a problem with overlapping parts. It can also give better results when using additive blending because your skeleton images are combined additively, then the result is combined with your game's background with normal alpha. To get a "flash" (skeleton outline in a single color) for a drop shadow, you could use a shader (or tint black in 3.6) when writing to the intermediate texture.
Another way is to use the stencil buffer. Write the skeleton to the stencil buffer, then fill with a solid color. The antialiasing probably doesn't look bad, eg:
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However, you'll get a solid color outline
alpha in your skeleton will show up solid, eg:
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