Bring half of the milk to the boil in a saucepan. Add the soaked gelatine and stir until the gelatine has dissolved. Pour into a mixing bowl and add the rest of the milk, the mangosteen juice, yoghurt and icing sugar.
Scrub the lime, zest the skin and squeeze the juice. Reserve the zest. Add the lime juice to the blender and stir. Divide the panna cotta over 4 dishes. Place in the fridge and leave to stiffen for at least 4 hours.
Cut the mango into two halves along the stone. Score each half into squares without cutting through the skin. Turn out the halves with your thumb and slice off the cubes. Or use a mango slicer. Slice the mango into smaller cubes.
Heat the orange juice with the caster sugar in a saucepan and simmer over a low heat for 3 minutes. Add the mango cubes and simmer for another 3 minutes. Make sure that the mango stays whole. Add the lime zest and let the mixture to cool until use.
Divide the mango over the dishes with the panna cotta.