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1
Using a knife, cut peel and white pith, end to end, from lemons. Juice enough flesh to measure 1/3 cup; reserve. Bring a large saucepan of water to a boil. Add peel; boil for 5 minutes. Drain; repeat 2 more times. Let peel cool; slice lengthwise into thin strips, then crosswise in half.
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2
In a small heavy saucepan over medium heat, stir sugar, reserved 1/3 cup lemon juice, and 1/4 cup water until sugar dissolves. Add peel, bring to a simmer, and cook until mixture is reduced to 2/3 cup and an instant-read thermometer reads 225u00b0F about 10 minutes. DO AHEAD:
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3
Pour 1/2 cup milk into a medium bowl; sprinkle gelatin over. Let sit until gelatin softens, about 15 minutes.
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4
Meanwhile, combine cream, sugar, lemon peel, and remaining 1/2 cup milk in a large saucepan. Scrape vanilla seeds from bean into saucepan; add bean. Bring to a simmer over medium heat, whisking until sugar dissolves. Remove from heat; cover and let steep for 10 minutes.
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5
Bring cream mixture back to a simmer. Add gelatin mixture and stir until dissolved. Strain. Divide among eight 3/4-cup ramekins. Chill uncovered until panna cotta is set, at least 6 hours. DO AHEAD:
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6
Using a small sharp knife, cut around edges of each panna cotta. Place a small serving plate atop each ramekin and invert, allowing panna cotta to settle onto plate. Serve with marmalade.