Preheat a grill pan to high heat. Drizzle fruit with oil to keep it from sticking and grill plums 3 minutes on each side.
While fruit is grilling, pour balsamic vinegar into a small pot and place pot over medium high heat. When vinegar heats to a boil, reduce vinegar by half, 1 to 2 minutes.
Combine sugar, vanilla and lemon juice and pepper in a small bowl. Whisk in warm balsamic vinegar.
Place hot, grilled fruit on dessert plates. Drizzle the balsamic glaze over fruit and serve.