Place the gelatine in a bowl of cold water.
Heat the milk and double cream in a pan, add the sugar and rosemary and bring to a boil. Set aside, pass through a sieve and leave to cool down for about 10 minutes.
Remove the gelatine from the cold water, squeeze out the excess water. Add the gelatine to the milk and double cream mixture. Stir gently until it cools down completely and begins to thicken. Add the greek yogurt and stir until completely combined.
Pour the mixture into 4 panna cotta moulds, cover with cling film and place in the fridge for at least 3 hours.
To serve, dip the panna cotta molds into hot water, then turn them out onto individual plates. Garnish with blood orange marmalade and fresh figs cut in quarters.