PICKLED CHERRIES: In a medium nonreactive saucepan, combine vinegar, sugar, salt, orange zest, cinnamon, mustard seed, bay leaf, and crushed red pepper. Bring to a boil over medium heat.
While pickling liquid comes to a boil, de-stem and pit cherries (keep whole) using an olive or cherry pitter. Do this over a bowl to catch juices. Discard pits and combine collected juice and cherries in a glass or ceramic jar or bowl.
When liquid comes to a boil, pour over cherries. Let come to room temperature, then place a piece of plastic or small plate on the surface of the liquid, to keep cherries submerged. Refrigerate, storing 8 hours to 1 week.
SKEWERS: With a slotted spoon, transfer bocconcini mozzarella from container to a plate. Using the same spoon, transfer cherries from pickling liquid to a separate plate. Cut prosciutto slices in quarters.
Pair each pickled cherry with a piece of prosciutto and each mozzarella ball with a basil leaf. Skewer one of each set. Rest each skewer on a baguette slice and serve immediately.