For the panna cotta: Place the cold water in a small condiment cup. Sprinkle the gelatin over the water evenly and let stand until the gelatin is absorbed.
In a small saucepan, heat the eggnog until hot but not boiling. Remove from heat and add the gelatin to the hot eggnog. Stir until the gelatin is dissolved.
Place six 4 oz. dessert glasses on a baking sheet. Pour 1/3 cup of the eggnog mixture into each cup. Transfer the baking sheet with the glasses on it to the refrigerator. Chill for 2 hours.
For the cranberry sauce: Combine the cranberries, sugar, orange zest an orange juice in a medium saucepan. Bring to a boil over medium-high heat. When berries begin to pop, reduce the heat to a simmer. Mash berries with the back of a spatula against the bottom of the pan. Continue to cool until all of the berries are broken down and a jam-like consistency is achieved. Remove from the heat and stir in the orange liqueur. If the mixture is too thick to fall from a spoon, stir in a little water 1 tablespoon at a time until a sauce consistency is achieved. Let cool and then refrigerate until ready to use.
When the panna cotta is firm, spoon the cranberry sauce on top until filled to the brim of the glass. Skewer each cranberry completely through from stem to end using a toothpick. Thread rosemary sprigs through each berry. Balance each garnish across the top of each glass.