1. In a 1 1/2- to 2-quart pan, mix sugar and gelatin. Add 1/2 cup water and orange peel; stir over high heat until boiling, about 2 minutes.
2. Remove from heat, add cream, yogurt, and vanilla. Whisk to blend smoothly. Pour into ramekins or custard cups (6-oz. size). Chill until firm, at least 3 hours; cover airtight if storing up to 1 day.
3. Uncover desserts and sprinkle equally with chocolate.