My panna cotta recipe uses three leaves of gelatin to set 3 cups of cream/milk which is equivalent to 750 ml. So the recipes you were using were definitely deficient on the amount of gelatin needed for the panna to set. As long as you're not bringing the gelatin to a boil in any way during your preparation process, it's nothing that you're doing wrong. Except I'm not exactly sure if your sheets of gelatin are fully dissolving by adding it to a fairly lukewarm liquid. To be on the safe side, I would bloom the gelatin and heat it gently to dissolve, then add it to the cream mixture. Bottom line though, is you need more gelatin. 3 sheets at least for your amount of cream.