1. In a medium bowl, mix together milk, gelatin, and vanilla until gelatin dissolves; set aside.

2. In a small saucepan, combine heavy cream and sugar. Place over medium heat and bring to a simmer. Remove from heat and stir in gelatin mixture until gelatin melts.

3. Transfer mixture to a large bowl with a spout. Add yogurt to bowl and stir until smooth and well combined. Pour mixture into six 6-ounce ramekins. Transfer to refrigerator and chill until set, at least 2 hours and up to overnight. Serve with compote.