How to Make It
Pour 1/4 cup cold water into a small bowl. Slowly sprinkle 2-1/2 teaspoons of the gelatin over it and let sit until softened, 5 to 10 minutes.
Meanwhile, split the vanilla bean in half lengthwise using a sharp paring knife. Run the dull side of the knife blade down the length of each half, scraping up the seeds. Combine the seeds with the milk in a large saucepan over medium heat and heat just until warm. Whisk in the sugar and the softened gelatin-water mixture until completely dissolved. Remove from heat. Whisk in the yogurt and a pinch of salt until well combined.
Divide among 6 glasses and chill until set, at least 2 hours.
Pour 2 tablespoons cold water into a small bowl. Sprinkle the remaining 1 teaspoon of gelatin over it and let sit until softened, 5 to 10 minutes.
Heat the peach nectar in a small saucepan over medium heat just until warm. Stir in the softened gelatin and whisk until completely dissolved.
Pour the peach mixture over the set panna cottas, dividing evenly. Chill until set, at least 2 hours and up to 3 days.