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Special equipment: 9-by-13-inch broiler-proof baking dish
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Position an oven rack in the upper third of the oven, and preheat to 450 degrees F.
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Combine 1 cup water, orange juice, honey and vanilla bean pod and seeds in a small saucepan.
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Bring to a boil, stirring occasionally to loosen the honey.
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Turn off the heat, and leave the saucepan on the stove.
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(You may need to reduce the roasting juices a little more once the pineapple is cooked.)
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Arrange the pineapple slices in a broiler-proof 9-by-13 baking dish.
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Pour the orange syrup over the pineapple.
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Roast, basting occasionally, until the pineapple is tender and the juices have reduced, about 20 minutes.
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Set the oven to broil, and continue to cook the pineapple until it is a deep golden yellow and lightly brown around the edges, 5 to 10 minutes more.
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The roasting juices should be reduced and syrupy, measuring about 1/4 cup.
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If they are too watery, remove the pineapple slices with a slotted spoon to a medium bowl, return the juices to the saucepan and reduce the juices over medium-high heat until syrupy, about 1/4 cup.
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Divide the yogurt among 4 small bowls.
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Top with the pineapple slices, and drizzle with the syrup.