Pour the water into a small bowl and sprinkle over the gelatine. Place the bowl in a larger container of hot water until the gelatine has dissolved. Leave to stand until ready to use. Place the milk, icing sugar and vanilla in pot over a low heat. Stir until the sugar has dissolved. Add the gelatine mixture and whisk gently for a minute to incorporate. Allow the mixture to cool slightly and stir in the yoghurt. Pour into lightly greased ramekins, tea cups or a 21cm loaf tin, and refrigerate overnight.
To make the sauce, heat the chocolate, cream and coffee in a saucepan over a low heat. Whisk gently until the chocolate has melted. Remove from the heat and whisk to cool and thicken. Pour into a jug, cover with cling film and refrigerate until needed. To serve, unmould the panna cotta and serve drizzled with the sauce and chocolate covered coffee beans.