Add 1/2 cup milk to a small bowl, and sprinkle over gelatin powder. Let sit without stirring until the gelatin blooms (softens), about 10 minutes.
Meanwhile, place remaining 1 cup of milk, sugar and citrus zest in a small saucepan over medium heat. Scrape the seeds from the vanilla bean, and add them to the sauce pan along with the pod. Bring the mixture to a simmer, stirring to dissolve the sugar. Take the pan off the heat, and add the milk-gelatin mixture, stirring until dissolved (about 3 minutes). Let the mixture cool until lukewarm (8 - 10 minutes), then remove the vanilla bean pod and zest strips.
Pour the flavored milk into a large bowl (preferably with a pour spout), then whisk in the yogurt until well-combined. Divide the yogurt mixture between 4 8-ounce (or 6 6-ounce) ramekins (or pretty bowls), cover each with plastic wrap, and chill in the refrigerator until set (at least 8 hours).