For the panna cotta: In a medium saucepan, combine the heavy cream and sugar and heat over medium heat. Using the point or tip of a knife, scrape the vanilla bean seeds into the saucepan before adding the pod. Stir the cream mixture until the sugar is completely dissolved, then bring the mixture to a brief boil before removing from the heat.
Soak the gelatin sheets in cold water until soft, about 15 minutes. Squeeze out the excess water, drop the sheets into the hot cream mixture and whisk until gelatin is completely dissolved. Add the yogurt, and continue whisking until the mixture is smooth. In a fine mesh sieve placed over a medium bowl, strain the yogurt mixture. Discard the vanilla bean pod. Divide the yogurt mixture among 4 (4 ounce) ramekins. Cover the ramekins with plastic wrap, and chill until the desserts have set, at least 3 hours