In a large saucepan, heat 1/2 cup water, Amaretto, cinnamon sticks, and star anise over medium-high heat, about 10 minutes. Place peaches in Amaretto mixture and reduce heat to low; cover. Cook 10 to 15 minutes, until tender. Remove from heat and allow to cool. Remove peaches from mixture with slotted spoon and chill. Cut peaches into wedges and divide among 4 wineglasses. Spoon a dollop of yogurt onto each serving.