Preheat oven to 200°C/180°C fan-forced. Place plums flesh-side-up onto a baking tray lined with baking paper. Combine brown sugar and cinnamon in a small bowl. Drizzle with vanilla bean paste and stir to combine. Spoon mixture evenly over plums. Place a star anise on 6 of the halved plums. Roast for 15 minutes or until tender. Remove from heat and set aside to cool to room temperature

To make the creamy rice pudding, combine milk, cream, caster sugar, orange zest and vanilla in a medium saucepan. Stir over medium heat until sugar dissolves. Stir in the rice and bring to the boil, stirring occasionally

Reduce heat to low and simmer, stirring occasionally to prevent the rice from sticking to the pan, for 30-35 minutes until rice is soft and creamy and the mixture has thickened. Remove from heat, cover with a sheet of baking paper and stand for 10 minutes