In a 1 1/2- to 2-quart pan, mix gelatin and mustard. Stir in 1/2 cup cold water and the grated orange peel. Let stand about 5 minutes, then stir over high heat until boiling, about 2 minutes. Remove from heat.
Whisk in honey, yogurt, cream, and vanilla until smooth. Pour mixture equally into 6 custard cups or soufflé dishes (6-oz. size). Chill until firm, about 3 hours.
Garnish desserts with orange slices and serve; or cover airtight and chill up to 1 day, then garnish.