Place the gelatin leaves in a bowl with cold water and leave them in for about 5 minutes.
Place the double cream with the sugar and peanut butter in a sauce pan and bring to a simmer. You do want it to get warm, but don't let it get to a boil! Whisk it well so the peanut butter spreads evenly through the mixture. Once warm enough, take of the heat and dissolve the gelatin leaves in the cream.
Add the yogurt and whisk till it becomes smooth.
Pour into 6 panna cotta moulds, cover with plastic wrap and leave to set in the fridge for at least 4 hours.
Once set and ready to serve, prepare the sauce by heating the cream. Break the chocolate in smaller pieces and pour the hot cream over the chocolate. Whisk until it becomes a smooth chocolate sauce and leave to cool until you're ready to serve.