- Place milk in a saucepan and sprinkle gelatin over the top. Let it sit for 5 minutes. Heat to just a simmer and whisk until gelatin dissolves and mixture is smooth.
- Stir in cream, sugar, vanilla extract, and lime zest. Cook over medium-low heat until sugar is dissolved, stirring regularly. Remove from heat and whisk in Greek yogurt until mixture is smooth. Divide panna cotta among six ramekins, cover, and refrigerate for at least 4 hours.
- Add mango, water, and sugar to a saucepan and heat over medium heat until mango is soft, adding water by the tablespoon to prevent the mango from sticking to the bottom of the pan as needed. Scrape mango mixture into a blender, add lime juice, and puree until completely smooth. Allow to come to room temperature before refrigerating.
- When ready to serve, divide mango coulis among chilled panna cotta ramekins. Top with mango chunks if desired.