Position an oven rack in the upper third of the oven, and preheat to 450 degrees F.
Combine 1 cup water, orange juice, honey and vanilla bean pod and seeds in a small saucepan. Bring to a boil, stirring occasionally to loosen the honey. Turn off the heat, and leave the saucepan on the stove. (You may need to reduce the roasting juices a little more once the pineapple is cooked.)
Arrange the pineapple slices in a broiler-proof 9-by-13 baking dish. Pour the orange syrup over the pineapple. Roast, basting occasionally, until the pineapple is tender and the juices have reduced, about 20 minutes.
Set the oven to broil, and continue to cook the pineapple until it is a deep golden yellow and lightly brown around the edges, 5 to 10 minutes more.
The roasting juices should be reduced and syrupy, measuring about 1/4 cup. If they are too watery, remove the pineapple slices with a slotted spoon to a medium bowl, return the juices to the saucepan and reduce the juices over medium-high heat until syrupy, about 1/4 cup.
Divide the yogurt among 4 small bowls. Top with the pineapple slices, and drizzle with the syrup.
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