Secret sharing over $Z_n*$ Shamir's secret sharing protocol generates a polynomial over a prime field $F_p$.

Is it possible to generates it over $Z_n^*$ as well?

The reason is that I want to combine a secret shared value in another scheme. For example sign on it with an RSA signature (that is over $Z_n^*$.

Thanks.
If you just want to sign the shares like you said, then you don't need the shares to be in $Z_n^*$. You can just share over $F_p$ as usual. To sign a message, usually the message is hashed first and then the hash value is fed in the signing/verification algorithms. Therefore the fact that the shares are in $F_p$ will not affect signature generation and verification. 

Shamir's secret sharing cannot be over $Z_n^*$ because $Z_n^*$ is not closed under $+$. But there are other secret sharing schemes over $Z_n^*$. As an example, the simplest one is this:


to share a secret $s \in Z_n^*$, choose $r_1,\ldots,r_{t-1}$ uniformly at random from $Z_n^*$.Compute $r_0 = s\cdot \frac{1}{\prod_{i=1}^{t-1} r_i}$.
Now you have $t$ shares $r_0,\ldots,r_{t-1}$, and you can distribute them to $t$ parties.
To reconstruct the secret, multiply all shares together and you get the secret $s=\prod_{i=0}^{t-1} r_i$.