Make the panna cotta:

With the oil or cooking spray, lightly grease the ramekins. Use a paper towel to wipe out any excess oil.  This is also a good time to be sure you have cleared a spot in the fridge for all the ramekins.

Pour the milk and cream into a saucepan. Sprinkle the gelatin over the top to allow to bloom. Let it soften for about 5 minutes until the gelatin looks wet.  Set the saucepan over low heat and gently warm the milk/cream mixture, whisking frequently, until the gelatin dissolves, about 2 minutes. Do not let the milk boil.  Whisk in the sugar and allow to dissolve, 1-2 minutes.  Remove the pot from the heat and stir in the vanilla. 

Distribute the panna cotta equally among the prepared ramekins and place in the refrigerator to chill.  Allow panna cotta to set, about 3-4 hours.

Make the citrus layer: 

Once the panna cotta is firm, prepare the citrus layer. Pour the orange juice into a small saucepan. Sprinkle the gelatin over the top to allow to bloom. Let it soften for about 5 minutes and the gelatin looks wet.  Set the saucepan over low heat and gently warm the citrus juice, whisking, to allow the gelatin to dissolve, about 1 minute. Whisk in the sugar and allow to dissolve, about 1 minute. Remove the pot from the heat. Allow the mixture to cool slightly while continuing to whisk.  

Remove the panna cotta from the refrigerator. Distribute the citrus juice mixture evenly across the ramekins. Place back in the refrigerator and chill until the citrus layer is completely set, about 2 hours.  Ready to serve once the citrus layer has set!