Heat the oil in a medium (10-inch) ovenproof saute pan over medium heat. Add the shallots and cook over medium-low heat for 5 minutes, stirring occasionally, until tender. Add the plums, apple, brown sugar, orange juice, Port, cinnamon, star anise, mace, and salt. Bring to a boil on top of the stove, place in the oven, and roast for 25 to 35 minutes, stirring occasionally, until the liquid is reduced and syrupy.
Remove from the oven and discard the star anise and cinnamon stick. (Be careful; I wrap a kitchen towel or oven mitt around the handle of the pan to remind myself that it's very hot!) Mash the fruit roughly with a dinner fork. Serve at room temperature or cold with cheese and crackers.