Put the gelatin in a small dish and pour the water over. Stir to dissolve. (Make sure the gelatin’s dissolved completely.) Lightly oil 6 small custard cups or ramekins (1/2 cup capacity) or similar dishes with olive oil.
Whisk the 2 tablespoons olive oil into the buttermilk.
Combine the cream, sugar, vanilla, lemon zest, and salt in a heavy saucepan. Place over medium-high heat and whisk to dissolve the sugar. Heat just until bubbles start to form on the edge of the pan. Remove the pan from the heat and stir in the gelatin until it is thoroughly incorporated. Add the buttermilk mixture and stir to blend. Pour through a mesh strainer/sieve into a container with a pour spout, such as a liquid measuring cup.
Pour the mixture into the prepared ramekins. Cover and refrigerate until set, at least 4 hours and up to 2 days ahead.
When ready to unmold the panna cottas, lightly oil 6 dessert plates with olive oil. (The oil will allow you to reposition the desserts on the plate, if need be.)
Dip the bottom of each ramekin in very warm water for about 3 seconds (repeat as necessary) and loosen the sides with the edge of a dull knife or small offset spatula. Invert over the prepared plates, jiggling each ramekin until the panna cotta releases. Sprinkle the tops of the panna cottas with lemon zest and drizzle with olive oil.