In a suitable container, place 2/3 cup (150 ml) of water to boil. Add the sugar, jam and gelatin that you've previously soaked in cold water and dissolved in a water bath.
Add the well beaten yolks, in a thin trickle while constantly stirring, into the boiling water. Thicken the mixture with the dissolved in cold water starch.
Pour in the cognac to the semi-thickened mixture, stir and then remove from the heat. Allow it to cool and then mix it with the yoghurt and stir with a whisk.
Distribute the prepared cream into dessert cups.