Heat the cream and milk in a small saucepan and simmer for 5-6 minutes. Mix the gelatin powder with the water and let it swell for 5 minutes. Take the cream-milk mixture off the stove, add the powdered sugar and stir until it has dissolved. Add the dissolved gelatin, lemon zest and lemon juice and stir until everything is well mixed. Then stir in the yogurt.
Pour the mixture into 4 glasses and let it set in the refrigerator for 4 hours.