Fill a shaker with ice. Add the whiskey, wine, grenadine, raspberry liqueur and vanilla extract and shake. Strain the cocktail into a tall glass filled with ice and garnish with a pickled cherry.
Bring the wine, vinegar, sugar, salt and 1 cup water to a boil in a saucepan and cook until the sugar is dissolved. Remove from the heat and allow to cool slightly. Pour the liquid over the cherries in a bowl or jar and cool let completely before covering. Keep in the refrigerator for up to 2 weeks.