Soak the gelatin in the cold water in a saucepan for 5 minutes. Add the orange juice, grated orange zest, and berries, and bring just to a boil, stirring. Cool to room temperature.
Beat the egg yolks and sugar in a bowl until pale yellow. Add the Cointreau and beat for another minute.
Put the egg yolk mixture in the top of a double boiler over simmeri