Place milk, heavy cream and sugar in a medium saucepan and bring to a boil. Immediately turn off the heat.
Squeeze the gelatin sheets and add them to the saucepan. Add the vanilla extract as well, and stir until completely amalgamated.
Let temperature decrease a bit.
Pour the mixture into cups or molds.
Refrigerate at least a couple of hours.
Serve cold plain or sprinkled with cocoa powder.