Place the raisins in a small bowl and pour the rum over them. Let them soak for at least 15 minutes to allow the raisins to absorb the flavors.
Soak the gelatin sheets in cold water and let them stand for 5 minutes until softened.
In a saucepan, combine the heavy cream, milk, sugar, and the seeds scraped from the vanilla bean. Heat over low heat, stirring until the sugar is completely dissolved, but do not bring to a boil.
Remove from the heat and let it steep for 2-3 minutes to allow the flavors to meld.
Squeeze out the excess water from the softened gelatin sheets, then add them to the warm cream mixture. Stir until completely dissolved.
Strain the mixture through a fine-mesh sieve to remove any vanilla bean particles, then stir in the rum-soaked raisins.
Pour the mixture into small molds or glasses and let cool to room temperature.
Refrigerate the panna cotta for at least 4 hours, or preferably overnight, to allow it to set completely.
Before serving, garnish with a few extra rum-soaked raisins or some toasted nuts for added texture.
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