Roast the plums, uncovered, until tender and beginning to break down, 20 to 25 minutes. Discard the rosemary and the vanilla bean. Transfer the plums to a serving platter and cover with foil. Strain the roasting liquid into a small saucepan and bring to a boil. Reduce heat to medium-high; cook until reduced to 1/2 cup, 6 to 8 minutes. Pour the sauce over the plums; keep warm.