In a small pan, mix the plums with the sugar, lemon juice and vanilla seeds. Cover and simmer over a low heat for approx. 15 mins. until soft, stirring occasionally, allow to cool slightly. Mix in the Lillet, leave to cool.
Combine the yoghurt and sugar in a bowl. Dissolve the gelatine in boiling water, mix together with 2 tbsp of the yoghurt mixture and immediately stir into the remaining mixture. Fold in the whipped cream.
Boil the sugar and water in a pan without stirring. Reduce the heat and simmer, swirling the pan occasionally, until a light brown caramel has formed. Remove the pan from the heat, add the nuts, mix, spread onto a sheet of baking paper, leave to cool.
Place the sponge fingers in the dish. Cover with 2/3 of the stewed plums. Top with the cream and the remainder of the compote, cover and chill for approx. 2 hrs. Sprinkle with the caramelized nuts.