In a small bowl sprinkle the gelatin over ½ cup of milk. Let stand without stirring for 10 minutes to allow the gelatin to soften.
Pour 1 cup milk into a small saucepan over medium heat. Scrape seeds from vanilla bean and add those and the bean pod, ½ cup of sugar and the orange zest. Stir until the sugar is dissolved and the mixture comes to a simmer. Remove add the gelatin mixture and stir until dissolved, about 3-5 minutes, transfer to a large bowl. Cool about 10 minutes and remove vanilla bean and orange zest. Whisk in the yogurt.
Lightly brush the insides of six 6-ounce ramekins with oil and place on a rimmed baking sheet. Divide yogurt mixture evenly among the ramekins. Cover and refrigerate until set, 8 hours-2 days. I personally find that mine sets in about 2-4 hours.
To serve, gently run your knife around the sides of the ramekin to loosen. Place a plate over the top of each ramekin and holding the plate and the ramekin together invert and remove the ramekin. If desired serve with fresh fruit compote.