Place the gelatin sheets in cold water for 5 minutes.
In the meantime heat up the Cooking cream and the sugar while stirring. Take away from the heat when it starts to boil.
Add the saffron and stirring well.
Squeeze the gelatin sheets and let them melt in the saffron mixture. Stir together and let rest for maximum 5 minutes.
Mix the vanilla sugar and the Cooking yogurt.
Add the yogurt in the saffron mixture and mix well.
Rinse 4 small serving bowls with water. Pour evenly the panna cotta in the bowls, and place in the fridge for 2 hours.