Spray a grill or grill pan with nonstick spray and bring to medium heat. Lay pineapple rings flat and cook until slightly blackened and caramelized, about 3 minutes per side, flipping carefully. Set aside to cool.
For the dip: Combine the yogurt, no-calorie sweetener, cinnamon, and vanilla extract in a bowl. Mix until thoroughly blended and smooth. If you like, chill for at least 10 minutes before dipping. Garnish with cinnamon sticks, if using.