Sprinkle gelatin over cold water; stir and let sit 5 or 10 minutes until it thickens and becomes rubbery.
Pour heavy cream into a saucepan. Whisk in sugar. Place over medium heat and cook, stirring occasionally, until mixture just barely starts to simmer, 3 to 5 minutes. Add lemon peel as mixture is coming up to temperature. As small bubbles begin to appear here and there, remove pan from heat. Add tiny pinch of salt, vanilla, and bloomed gelatin. Whisk until gelatin melts into the cream mixture. Add buttermilk and lemon juice; whisk until blended.
Strain through fine sieve to remove zest and any lumps. Pour into serving dishes or ramekins. Allow to cool to room temperature. Cover with plastic wrap and refrigerate 5 hours or, ideally, overnight.
