Make panna cotta: Pour 1 cup milk into a small bowl. Sprinkle gelatin over top. Let soften for 5 minutes, then stir until dissolved.
In a pan, mix remaining milk, sugar and honey. Bring to a simmer over medium-high heat, stirring. Remove from heat; stir in gelatin mixture. Transfer to a bowl; whisk in yogurt and vanilla. Divide among 8 6-ounce ramekins. Cover with plastic wrap; chill until firm, at least 2 hours.
Make compote: In a pan, mix raspberries, marmalade and sugar. Stir over low heat until warm and sugar has dissolved, 2 to 3 minutes. Remove from heat; stir in zest and juice. Transfer to a bowl; cover and chill for at least 2 hours. Spoon onto panna cotta; serve.