Heat the oven to 400 degrees F.
Pour the orange juice into an 8 by 8-inch pan. With the tip of a sharp knife, scrape the insides of the vanilla bean into the pan, reserving the outside pod. Place the nectarines cut side down in the pan. Sprinkle with sugar and lay the vanilla pod on top of the nectarines. Bake until the nectarines are slightly slumped and feel a little soft, about 10 to 12 minutes. Let cool in the pan to room temperature, then remove the nectarines from the pan and chill until ready to serve. Reserve any pan juices to pour over the nectarines later.
Meanwhile, blend the ricotta with the honey in a food processor until smooth. Chill until ready to serve. To serve, turn the nectarines over and spoon the cheese filling into the cavity. Sprinkle with cinnamon sugar (if using) and serve immediately. Place 3 on each plate and drizzle the reserved pan juices over the stuffed nectarines.