Place halved limes, sugar, vanilla bean scrapings, and water in a roasting pan and stir.
Place in the oven and roast, stirring occasionally until the edges of the limes start to caramelize about 30 minutes. Remove the pan from the oven and allow to cool to room temperature.
Place a strainer over a bowl of a food processor and squeeze the juice from the limes then strain the roasting pan juices into the food processor bowl.
Roughly chop 1 lime half, add it to the food processor, and puree until smooth. Strain the puree into a bowl and stir in the 2 cups water, 2 cups fresh lime juice, and sugar, to taste. Chill and freeze in an ice cream maker according to manufacturers' instructions.