R, 8888 87 bytes
p=2;for(y in 3:scan())p=c(p,y[all(y%%y[sum(3!y%%2:y-1))]<2]);for(z in p)cat(z,"*"[2%in%abs(z-p)]," ")
I wanted to try a different approach to Xi'an's answer...
Frustratingly, though, after golfing & golfing I still can't get rid of that last pesky byte...Frustratingly, though, after golfing & golfing I still can't get rid of that last pesky byte... Got it!