Of the Lady's Star-glass...

[Pitchwife]

I guess it depends on what exactly 'all things wrought by the Three' means. Is it 'everything ever made by the respective bearers', or only 'everything made by using the powers of the Rings'? The latter makes more sense to me - and if so, the question is whether Galadriel made any use of Nenya at all in making the Star-glass. I suppose a connection could be made between the Ring of Water and the water in the phial, but that seems a rather tenuous association to me. In itself, the feat of catching the light of Eärendil's star in a phial of water doesn't seem beyond the art and craft of the Elves without the help of any Ring - certainly not beyond that of a lore-wise Noldo like Galadriel (for precedents, see the blue Fëanorian lamps mentioned e.g. in the UT version of Tuor, and of course Fëanor's making of the Silmarils).
We should also remember that the light of the phial was actually the light of a Silmaril, and I'd think it quite probable that it somehow hallowed and preserved the vessel it was set in.

(x-ed with Mnemo, who more or less says the same in fewer words)