Soak the gelatin sheets in cold water until softened.
In a medium saucepan, heat the heavy cream and sugar over medium heat, stirring until the sugar is completely dissolved. Stir in the vanilla extract.
Squeeze out the excess water from the gelatin sheets and stir them into the hot cream mixture until completely dissolved.
Strain the mixture through a fine-mesh sieve for a smooth texture, then pour it into elegant serving glasses. Refrigerate until set (at least 3-4 hours).
Gently warm the grapefruit juice to enhance its flavor, then let it cool.
Once the panna cotta has set, pour the cooled grapefruit juice evenly over the top of each glass.
Before serving, garnish with fresh grapefruit segments and optionally a sprinkle of lemon zest.
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