Drain the cherries on a sieve and collect the juice in a measuring cup. Bring 125 ml cherry juice and sugar to the boil in a small saucepan. Stir pudding powder and 50 ml cherry juice in a small bowl until smooth, add to the hot juice and simmer for about 1 minute while stirring.
Remove the pot from the heat, fold in the cherries and allow to cool.
Slit the vanilla pod lengthwise and scrape out the vanilla pulp with the back of a knife. Mix yoghurt and vanilla pulp until smooth. Coarsely chop the biscuits. First layer cookies, then cherries and then yoghurt in the glasses.
Repeat the layering once again and finish with cookies.