Cut the pineapple crosswise into 3/4-inch rounds (there should be 8 slices), and remove the core. In a large nonstick saute skillet, combine the orange juice, lemon juice, sugar, vanilla bean, and vanilla seeds. Place over medium-high heat and bring to a boil. When the sugar is dissolved, add the pineapple slices and cover. Cook 1 minute, then reduce the heat to low. Continue to cook for 4 minutes. Remove the pan from the heat and add the rum. Return to the heat and cook, stirring, for 30 seconds. Using a slotted spoon, remove the pineapple from the pan and place in a large bowl. Place the pan over medium heat, cook until reduced and thick, 5 to 7 minutes. Pour the syrup over the pineapple and refrigerate for 2 hours.

Place the yogurt in a cheesecloth-lined fine mesh strainer placed over a bowl, and let drain, refrigerated, for 2 hours, or overnight. Add the coconut liqueur to the drained yogurt and mix well.

To serve, remove the vanilla bean from the bowl. Divide the pineapple slices and syrup between 4 small bowls. Top with a dollop of vanilla yogurt and sprinkle with toasted coconut. Garnish with the mint and serve.