Defrost the blueberries. Soak gelatine in plenty of cold water. Put 100 ml red wine with star anise and sugar in a pot and reduce by half. Remove star anise. Squeeze the gelatine gently and dissolve in it.
Add the remaining red wine and cranberry nectar while stirring. Add blueberries. Pour the jelly liquid into a rectangular, cold-rinsed mould (or divide into 4 glasses) and place in the refrigerator for 3-4 hours.
For the zabaglione, cut the vanilla pod lengthwise just before serving and scrape out the pulp. Pour the milk into a small pot. Add vanilla pulp and vanilla pod. Bring to the boil briefly. Remove the vanilla pod and add the sherry as desired.
Beat the egg yolks and sugar in a bowl until creamy. Gradually stir in the vanilla milk. Place the bowl on a hot water bath and whip the zabaglione until creamy.
Turn over blueberry jelly and cut into cubes. Spread the jelly cubes on glasses and add the zabaglione separately or pour over the jelly.