In a small bowl, mix the gelatin and cold water together to bloom the gelatin. Set aside.
In a grill safe pot or cast iron pan, add the cranberries, sugar, chai spice, pinch of salt, blood orange juice, and thyme leaves and stir until well mixed.
Place the pot of cranberries on the grill grates and cook until the cranberries start to burst, and liquid starts to thicken, about 20-25 minutes, stirring occasionally.
Remove the pot from the grill.
Remove the stems of thyme and stir in the bloomed gelatin.
Keep stirring until the gelatin is completely dissolved.
Carefully spoon the warm cranberry mixture into individual molds.
Refrigerate several hours, or overnight.
Warm some water in a small bowl and dip the molds in for 10-15 seconds to help remove them and place on serving dish.
Sprinkle some sugar over a few reserved fresh cranberries and some orange zest. Use as garnish along with a few thyme leaves.
Notes
If making this recipe on the stovetop, you may need to reduce the cooking time.