Heat grill to high. Brush cut side of plums with oil, drizzle with 1 tablespoon honey, and sprinkle with a pinch each of cinnamon and orange zest. Place plums on the grill, cut side down, and grill for 2 minutes or until golden brown and slightly caramelized. Turn over and grill until just heated through, approximately 1 minute longer. Place 3 plum halves in each of 4 bowls and top with a few tablespoons of the Spiced Walnut Yogurt Sauce.
Spiced Walnut Yogurt Sauce:
Whisk all ingredients together in a small bowl. Cover and refrigerate if not using right away.