Lightly oil a 5-inch by 8-inch non-reactive baking pan. Line the bottom and two sides with parchment. Lightly oil the parchment.
Bring rosé, sugar and star anise to a boil in a small saucepan over high heat, stirring until sugar is dissolved.
Lower heat and simmer about 8 minutes, and wine mixture is reduced to 1 cup. Remove from heat and discard star anise.
Sprinkle gelatin over the water in a small bowl and let sit for 1 minute to soften.
Stir into the hot rosé mixture until gelatin dissolves completely.
Pour into the baking pan and chill at least 8 hours. (May be made one day in advance.)
Place the egg whites in a medium mixing bowl.
Place a small sheet of waxed paper or parchment on the counter.
Dip rosemary sprigs in the whites and shake to remove excess egg white.
Then, sprinkle each with sugar until well coated.
Place on waxed paper and set aside to dry.
Discard sugar that did not adhere. (May be made one day in advance.)
Using a hand-held mixer, beat the egg whites until stiff peaks form. Set aside.
In a large mixing bowl, using the same beaters (no need to wash), beat the cheese until smooth (the veins of blue cheese will still be somewhat lumpy), then slowly beat in the light cream until smooth and creamy.
Take a third of the beaten whites and stir in to loosen the cheese mixture.
Then gently fold in remaining whites until fully incorporated.
Divide mixture among 4 verrines.
Remove gelée from the refrigerator and unmold using a thin spatula to release the sides and using the parchment to lift out onto a cutting board.
Using a lightly oiled sharp knife, cut gelée into 1/4-inch cubes and divide among the four glasses.
Cover verrines in plastic and refrigerate until ready to serve.
20 minutes before serving, bring them to room temperature.
Top each with a spring of crystallized rosemary and serve, preferably with a Sauternes.
Note: make the Spiced Rosé Gelée & Crystallized Rosemary the day before.