Peel the yam, and cut it into chunks. Steam for about 15-20 minutes until soft and easily pierced by a fork. Allow to cool slightly.
In a small bowl, place the tablespoon of water and sprinkle the agar over it. Allow to stand for 5 minutes.
Place the sweet potato and the coconut milk in a blender and blend well until smooth. Strain into a small saucepan, and add the sugar. Heat gently just until warm and the sugar is dissolved.
Pour a couple of tablespoons of the hot coconut milk into the bowl with the agar, and stir well. Add it slowly back into the pot, whisking the whole time. Heat for another 5 minutes, until the milk is steaming, but don’t let it boil.
Pour into 4 individual ramekins or glasses, then place in the fridge to set overnight, or at least for a few hours.
You can serve these either right in the glass with a few tablespoons of blueberry compote on top (see below) OR if you cover the ramekin with a plate, turn it upside-down and then run hot water over it, it will unmold and drop onto your plate for a fancier presentation.
In a small saucepan, combine all three ingredients. Bring to a boil, then simmer over low heat for about 10 minutes or so. Blend with an immersion blender to make it really smooth. Cook until it is thickened. You’ll know it’s done when you draw a line on the back of a spoon, and it holds.
Allow to cool at least slightly before spooning over set panna cotta to serve.