In a saucepan, heat the milk, sugar, rinds (save the insides for the compote), and vanilla bean simmering until the sugar is dissolved.
Meanwhile place the gelatin in enough cold water to submerge the gelatin completely, about 1 1/2 cups. Soak the gelatin until softened. Once soft, remove the gelatin from the water, squeezing out excess water. Add the gelatin to the hot liquid and stir to melt. Let cool slightly then stir in the yogurt. Strain the mixture into a clean bowl. Chill over an ice bath until it starts to thicken. Fold in the whipped cream. Pour into individual 4-ounce molds or ramekins, or a large mold or ring mold, and chill for 2 hours. When ready to serve, dip in hot water 10 seconds to remove from the molds and turn them out onto dessert plates.
To make the compote, place the blueberries, sugar, orange juice and lemon juice in a saucepan and bring just to a boil. Stir the fruit once, turn off the heat and let it stew on its own for 5 minutes. Serve cold or at room temperature, spooned around the panna cotta.