Soak gelatin in cool boiled water until the granules plump and become transparent, then drain the excess water.
Combine milk and sugar, bring to a boil, stirring, add vanillin. Cool slightly, add half of the gelatin and heat through until the gelatin granules melt. Cool.
Cook sweetened coffee, strain and combine with the remaining gelatin. Heat through until the gelatin melts. Cool.
Pour a layer of the milk jelly in the molds, chill until set, then pour a layer of the coffee jelly, chill. Repeat the operation, alternating the jellies as desired.