To make the panna cotta pour 1/3 cup of milk into a medium bowl and sprinkle with the gelatin. Allow to soften for 10 minutes.
Meanwhile, combine the cream, sugar, remaining milk, and lemon peal in a large saucepan. Cut the vanilla bean in half lengthwise and add to the pan.
Bring the cream mixture to a simmer over medium heat and whisk until the sugar dissolves. Remove from heat and let steep for 10 minutes.
Bring the cream mixture to a simmer and add in the gelatin mixture. Stir until dissolved. Remove from heat and remove the vanilla bean and lemon peel.
Divide the cream mixture among 4 ramekins and chill, uncovered, until set. This will take at least 4 hours.
To make the marmalade combine the lemon zest, lemon juice, and sugar in a small saucepan. Bring to a boil, stirring occasionally, and boil for 10 minutes or until mixture thickens and reaches 220 degrees.
Remove from heat and transfer to a small lidded glass jar. Refrigerate for at least 2 hours.
To serve spoon the marmalade over top of the panna cotta and serve with a spoon.