First, combine the milk with the gelatin. Stir together until gelatin is completely dissolved and set aside.
In a small pot, add the heavy cream and sugar. Mix together until the sugar is dissolved over medium heat on the stovetop. Keep stirring until the cream starts to boil and rise to the top of the pot.
At this point, add in the gelatin mixture which has solidified. Stir it into the creamy very well making sure it's all dissolved. Stir for about 2 minutes.
Take the pot off the stove and transfer it to the countertop. Add in the vanilla and orange zest. Mix that together.
Let this mixture cool for a few minutes. In the meantime, gather the desired serving dishes. Glass cups, mason jars, and/or ramekins would be perfect.
Pour the now room temperature mixture into the desired serving ware. Cover with plastic wrap and place in the fridge for at least 4 hours to set. Make the berry sauce in the meantime.