Scrape out and reserve seeds from vanilla bean. Combine half the cream with vanilla bean, seeds and sugar in pan. Bring to the boil, stirring, until sugar dissolves. Sprinkle gelatine over water, microwave on high (100%) about 20 seconds or until dissolved. Stir into cream mixture (if using leaf gelatine soften in cold water for 5 minutes, squeeze out excess water, then add to cream mixture and stir until dissolved.) Pour the hot cream mixture into a heatproof bowl. Remove vanilla bean.
Gradually stir yoghurt into cream mixture.
Beat remaining cream in a small bowl with electric mixer until soft peaks form. Gently fold whipped cream into yoghurt mixture.
Spoon mixture into 8 lightly oiled 1/2 cup-capacity (125ml) moulds or martini glasses; cover, refrigerate 4 hours or overnight.
To make blueberry sauce, combine sugar and water in small saucepan, stir over low heat, without boiling, until sugar is dissolved. Bring to boil; boil, uncovered for about 8 minutes or until honey is coloured. Meanwhile, split vanilla bean in half lengthways; scrape out and reserve seeds. Carefully add wine, cinnamon, vanilla bean and seeds, star anise and blueberries; cook gently for 2 minutes. Remove from heat. Add juice to taste; cool to room temperature. Remove spices.
Just before serving, unmould panna cotta and serve with the blueberry sauce.