Make the yogurt panna cotta: Pour 2 tablespoons water into a small bowl and sprinkle over the gelatin. Set aside to soften, 5 minutes.
Meanwhile, in a small saucepan, heat 2 teaspoons honey, ½ cup of the milk, and a pinch of salt over medium-low, stirring until the honey is dissolved and the milk mixture comes to a gentle simmer. Remove from heat and stir in gelatin to dissolve.
In a medium bowl, whisk the yogurt, vanilla extract, and remaining ¼ cup milk. Whisk the gelatin mixture into the yogurt mixture and scrape into one large ramekin (at least 3 cups capacity) or two small ramekins (each at least 1 ½ cups capacity).
Transfer panna cotta(s) to refrigerator, loosely cover, and chill until set, at least 1 hour or up to 24 hours.
Make the coconut crunch: Preheat the oven to 300 degrees F. On a small baking sheet, toss the coconut flakes with 1 teaspoon olive oil, 1 teaspoon honey, lemon zest, a pinch of salt, and a large pinch of cinnamon. Bake, tossing halfway through, until coconut is golden and crisp, about 10 minutes. Let cool completely. The coconut crunch can be made up to a day in advance and stored in an airtight container.
Before serving, make the citrus salad: Using a sharp knife, trim the ends from each orange and, going lengthwise around the edges, slice off the pith and peel. (For some thicker-skinned citrus, like tangerines and mandarins, you can skip the trimming and just peel the fruit and then peel off the pith with your fingers.) Slice each piece of citrus crosswise into bite-sized pieces.
Make the dressing: Squeeze the excess juice from the citrus trimmings into a small bowl, until you have 2 tablespoons of juice. Add the lemon juice, honey, and a pinch of salt and stir.
Arrange the citrus over the set panna cotta(s) and pour the dressing over. Garnish with mint leaves, if desired, and serve immediately.