Preheat the oven to 200˚C, gas mark 6. Put the orange juice and 100ml water in the base of a small roasting tin (you want the plums to fit snugly).
If using a vanilla pod, scrape out the vanilla seeds and add to the liquid along with the pod (otherwise just add the vanilla bean paste) and the star anise. Arrange the plums, cut-side up, on top, then scatter over the sugar.
Roast for about 45 minutes (timings may vary depending on the ripeness of the plums) until just soft and yielding.
Baste the plums in the juices every 10-15 minutes and add a splash more water if the juices dry out at any point. Allow to cool for 5 minutes, then serve with vanilla ice cream.
For added crunch, scatter over a handful of toasted flaked almonds before serving.