Tie bay leaf, cloves, peppercorns, and zest together in a cheesecloth bag.
Combine Zinfandel, kirsch, water, sugar, and cheesecloth bag in a 4-quart heavy saucepan and bring to a boil.
Add fresh or frozen cherries with any juices, cinnamon stick, and vanilla bean and simmer, uncovered, until cherries are tender but still hold their shape, 3 to 4 minutes.
Drain cherries in a sieve set over a bowl. Return cooking liquid to pan along with vanilla bean, cinnamon stick, and cheesecloth bag and boil until reduced to about 1 1/4 cups, about 12 minutes. Cool liquid slightly and discard vanilla bean, cinnamon stick, and cheesecloth bag.
Transfer cherries and cooled liquid to jar and chill, covered, at least 2 hours to allow flavors to develop.
·Cherries can be kept in jar, chilled, up to 1 month.