Into a saucepan, start by adding the sugar, the egg yolks and the vanilla essence. Mix it all together very well, until combined.
Then add the milk and mix very well again. After that, bring the saucepan over medium-low heat and stir nonstop until it starts to boil.
After that, hydrate the gelatin powder according to the instructions on the packet. Once you've hydrated and dissolved the gelatin, transfer it to the saucepan, now mix it all together very well with a whisk.
Now add the greek yogurt and using the whisk, mix it all together very well again until fully combined.
Transfer all this mixture to a rectangular baking mold lined with a plastic bag covering the whole mold.
Add the biscuits over the mixture and let it chill in the fridge for 3 to 4 hours.
Finally, unmold the dessert on a nice plate and top it with some chocolate shavings to garnish. Serve.