In a small bowl, sprinkle the gelatin over the cold water; let stand until softened, 5 minutes. In a small saucepan, bring the cream, honey and vanilla bean and seeds to a simmer. Remove from heat and stir in the gelatin until melted. In a bowl, whisk the greek yogurt until smooth. Gradually whisk in the heavy cream, 1 teaspoon of lemon juice and the lemon zest; remove the vanilla bean. Pour the mixture into six 1/2-cup ramekins and refrigerate until set, at least 3 hours.
Run a knife around the inside of each ramekin. Set a plate on each ramekin and invert each panna cotta onto a plate; you may have to tap and shake the ramekins to loosen the panna cottas.