Preheat oven to 350 F. Cut plums in half and remove the pits. Coat baking pan with oil. Brush plums with oil, then sprinkle a thin layer of sugar on each. Bake for 20 minutes.
In a pot, combine basalmic vinegar and rosemary (Note: basalmic syrup is very stinky, ventilate well). Bring the mixture to a boil and lower to a simmer, reducing for about 8 minutes.
Add honey and vanilla, stir until dissolved. Remove mixture from heat and strain the basalmic syrup to separate from the rosemary.