Break gelatine sheets into small pieces, and mix with the hot water until melted. If bits remain, microwave for a few seconds.
Bring the milk and sugar to a simmer, once it’s about to boil – add the gelatine mixture.
In a separate bowl, mix yogurt with heavy cream. Add the milk to the yogurt mixture. Sieve in order to achieve a smoother texture.
Let sit in the fridge for about 30min, until it becomes thick and syrupy. Now, pour into serving bowls and let sit until the pudding sets.