For the panna cotta, soak gelatin sheets in cold water.
Cut vanilla beans in half lengthwise and scrape out the pulp. Bring milk with sugar and vanilla pulp to a boil and strain. Add whipped cream, lemon peel and orange peel and bring to the boil again. Dissolve the squeezed gelatine in it and add Grand Marnier.
Pour into Dariol or portion molds and refrigerate for 3-4 hours. Before serving, hold briefly in hot water and turn out onto plate. Garnish with lemon balm. Finally, you can strongly heat sugar in a saucepan until it liquefies.
For a special taste, you can then pour the caramel over the panna cotta.