Heat the milk, heavy cream, and sugar in a pot on medium heat. Once the sugar is dissolved, remove from heat and stir in the vanilla extract.
2
Lightly oil a mold (or cups) with a neutral-tasting vegetable oil. Sprinkle the gelatin over the cold water in a medium-sized bowl and let stand for 5 to 10 minutes.
3
Pour the very warm panna cotta mixture over the gelatin and stir until the gelatin is completely dissolved. Mix in the mango puree.
4
Pour into the mold and chill for 2 to 4 hours.
5
To serve, run a sharp knife around the edge of the panna cotta and unmold onto a serving plate. Serve cold.