Place 9x13 pan in freezer to keep cold until you begin laying the Jello. Also spray with Pam before beginning to layer Jello.
In saucepan on stove, heat milk on low setting until it becomes lukewarm. In a large bowl mix together 1 cup boiling water and the Knox gelatin. Stir together using a whisk until the gelatin has dissolved. Add warm milk, yogurt, sugar and vanilla and whisk until everything is combined and has no lumps.
Add the first layer blue Jello. Once it's set (about 45 minutes, but will vary some on your fridge), very carefully pour over 1 1/2 cups yogurt mixture on top.
Refrigerate an additional 45 minutes or until it sets.
Continue with remaining colors until Jello is used up (you may have leftover yogurt mixture)
Return to fridge and refrigerate for at least an hour.
Slice into squares and enjoy ~ so cute!