To make marinade, place sugar and a third of the water in a saucepan with rosemary and orange zest. Bring to the boil and simmer 2 minutes. Pour into a large bowl. Add remaining water, then leave to cool.
Peel oranges with a sharp knife, removing all pith. Cut into slices about
To make vanilla yoghurt, scrape seeds from vanilla bean and whisk into yoghurt and cream until soft peaks form. Spoon over oranges and their juice when serving.