In a small bowl whisk agar-agar powder and water. Set aside for 5-8 minutes.
In a medium saucepan, heat the heavy cream, milk, and sugar over medium-low heat, until sugar has dissolved, (Do not boil).
Remove from heat, add vanilla bean paste and stir.
Stir in agar-agar and immediately whisk until smooth and dissolved. Pass through a sieve.
Set the glasses on an angle in a small container or a muffin tin. If the glasses slide, place a small towel underneath to help stabilize. Pour the mixture. Refrigerate for at least 4 hours.