Despite the price you might pay for a prosciutto truffle, there's no magic trick to making a dessert out of traditionally savory ingredients. I've been making bacon ice cream and toffee bacon longer than there have been food blogs, and people have been pouring maple syrup on their bacon a hell of a lot longer than that. Barbecue sauce and ketchup add significant amounts of sugar to savory meals; hams are glazed with brown sugar and pineapple rings; tagines are cooked with sweet dried fruit; deep-fried bits of chicken are tossed with sugar syrup, fruit, and stir-fried vegetables in a million food court kitchens. Carrot cake, zucchini bread, cheesecake, and candied sweet potatoes are all remnants of a time before the sweet-savory divide was so strictly formalized, a divide which will almost surely prove to be a brief historical anomaly.
You take an ingredient and you add sugar to it until it's sweet.
That's all there is to it.
Maybe that means you melt a broken-up Heath bar onto a cooked strip of bacon, maybe it means you shred carrot and added it to a spicecake batter, maybe it means you candy fennel bulbs in sugar syrup. Maybe you drizzle maple syrup on Cheetos, maybe you coat potato chips in chocolate.
So there's nothing intrinsically interesting in the thing, in the fact that you're having for dessert an ingredient usually associated with some other part of the meal. It's interesting when it works. When it becomes something good.
Red-eye gravy isn't red (or eyes) (or gravy, perhaps). It's a pan sauce made from country ham drippings and coffee, usually served with country ham and a biscuit, and it deserves its own post, some other time.
Panna cotta is thickened slightly sweetened cream. Traditionally the cream thickens itself after you've briefly cooked it with sugar, because cream in Italy traditionally had twice as much butterfat as American cream today does. But you won't find that cream in the US - nor, to be honest, in most of the world anymore - so it has long been thickened with gelatin, a product which became commercially available not long before that thick cream started disappearing. The texture is not the same as custard, which is thickened with egg, or as cornstarch-thickened pudding - nor is the flavor, since it isn't cooked as such, just heated up briefly to melt the gelatin. To make panna cotta you heat up cream (half and half if you want), add a little sugar, and add gelatin that you've dissolved in cold water - along with whatever flavorings you like.
So. Put those hands together.
For red-eye gravy panna cotta, I steeped country ham and ground coffee in cream until it was noticeably salty - if I had blanched the ham first, I might have been able to steep it longer since there wouldn't be as much salt. Sweetened it with maple syrup and sorghum (which stands up to the other flavors better than maple does), added the gelatin, crumbled some meringue cookie on top to suggest a biscuit, and chilled it.
It tastes mainly of coffee, with a little bit of the porcine well-aged funk of the ham, and as much salt as you'd have in salted caramel such and such.