In a small bowl, sprinkle gelatin over 1/4 cup cold water – let stand until softened, about 5 minutes.
While gelatin is softening, in a small saucepan, bring cream and vanilla bean and seeds to a simmer. Cook over moderately low heat for 3 minutes. Remove pan from heat and whisk in gelatin mixture.
In a medium bowl, whisk sugar with olive oil until combined. Whisk in yogurt until smooth.
Remove vanilla bean from vanilla cream mixture. Gradually whisk vanilla cream into the yogurt mixture.
Pour mixture into six 6-ounce ramekins (or 8-ounce Mason jars) and refrigerate until set, at least 3 hours and up to 2 days.
Before serving, divide marmalade and pistachios between each panna cotta. Sprinkle with sea salt.
Notes
* You can also make these in 8-ounce Mason jars (fill about three quarters full). This makes it easy to travel with them. * Any kind of good quality marmalade will work – I’ve used an orange-tangerine marmalade.