Start recipe the day before. Soak gelatine leaf in cold water for 2 minutes. Heat pure cream, sugar and vanilla in large heavy-based pan, stirring until sugar has dissolved. Squeeze excess water out of the gelatine and add to the hot cream, stir to dissolve. Strain into a bowl and add the yoghurt. Place the bowl onto another bowl filled with ice and allow to cool until the mixture is almost set. It will start to set around the edges of the bowl first. Occasionally whisk to prevent lumps forming, resulting in a smooth, light finished product.
Meanwhile, whisk the thickened cream until soft peaks form. Gently fold whipped cream into the yoghurt mixture.
Pour mixture into four serving glasses or ramekins, cover and chill for at least 3 hours, or until just set.
For the jelly, soak gelatine leaf in cold water for 2 minutes. Heat 2 tbsp champagne in a saucepan. Add sugar, stir to dissolve. Remove from the heat. Squeeze excess water from gelatine, add and whisk until dissolved then whisk in remaining Champagne. Allow to cool, but not set. Layer onto the panna cotta. Refrigerate overnight.
For the rhubarb, trim and cut into 3cm lengths. Combine remaining ingredients in a saucepan and stir over low heat until sugar dissolves. Increase heat and simmer uncovered until reduced by one-third and liquid is syrupy and lightly caramelised. Add zest and rhubarb, then bring to simmer and cook over low heat for 1- 2 minutes, or until just starting to soften. Remove from heat, cover and cool (best set aside for a few hours to develop colour). Remove vanilla pod and cinnamon stick.
Serve panna cotta garnished with poached rhubarb.