Why mention legacy, which is completely irrelevant to this? It's a bug. It's being worked on.

How do you know it is irrelevant? 

I have a Beam and a One, using Pandora as my music source. I performed these steps. I still cannot skip songs (“I can’t skip to the next song”), or thumbs up songs ("You can only set thumbs up or down for a song playing on your custom stations").

1: Removed Pandora from Sonos app.

2: Disabled Sonos skill in the Alexa app and removed all Sonos speakers from groups.

3: Deregistered each Sonos device from Amazon account.

4: Factory reset all devices all but one.

5: Re-added reset speakers. Then factory reset the last speaker and added it back.

6: Added Pandora back in Sonos app

7: Added Sonos skill back in the Alexa app

8: Alexa discovered speakers, but does not work on them. They appear in the Alexa app With speaker icons in the “All devices” section. If I add them via the Sonos app as well then I get duplicates in the Alexa app, the original with speaker Icons and the duplicates with wifi symbols. The duplicates are named by the product name and the originals are named by the room name (Mark’s Sonos Beam vs Living Room)

Did I perform any of these steps incorrectly?

From another post they indicate that if you start music via the Sonos app vs via Alexa it will allow you to skip songs with Alexa. That worked for me, but the thumbs up/thumbs down feature does not work still.

I got it to work again. Here are the process.

1. Contact Sonos and Submit a diagnostic.

2. Remove Alexa voice service on Sonos app.

3. Disable Sonos skill on Amazon Alexa app.

4. Go to Amazon account, and remove Sonos from your list of devices.

5. Sign out from your Amazon Alexa app.

6. Sign out from your Amazon shopping app.

7. Sign out from your Amazon on your default web browser.

8. Go back to Sonos app, add Alexa voice service again. It will ask you to authorize by putting in your Amazon account id and password. You have to make sure your Sonos ask you to type in these info manually (thats the reason you have to sign out your Amazon accounts on your Alexa app, Amazon shopping app, and on your browser). 

9. Try "shuffle songs" and "play next song" on Sonos and it should work. At lease it works for me.

Notice the important step is step 1. I did all the steps 2 to 9 before and the issue was not resolved. I contacted Sonos and submit a system diagnosis. Then I did steps 2 to 9, and now it works. 

Good luck guys & gals!

After step 1. You can read all the steps i listed above in the below link

https://support.sonos.com/s/article/3516?language=en_US

Thank you Sonos for contacting me to let me know the issue is fixed. Roberto Di Sisto has been keeping me up to date and thank you again.