In small saucepan, make syrup by combining water, juice, honey, and vanilla seeds. Heat to dissolve honey and stir to blend. Boil until mixture is reduced by a third and slightly thickened. Remove from heat and pour into 9 x 13 in (23 x 33 cm) dish. Cool mixture slightly.
Grease barbecue grill with oil such as coconut oil. Preheat grill to medium high.
Cut pineapple into 8 thick rounds or 8 wedges. Place pineapple rounds or wedges in a single layer in syrup and then flip to coat all sides.
Arrange pineapple on preheated grill, reserving remaining syrup. Barbecue pineapple for about 2 to 3 minutes per side, or until grill marks appear and edges are golden. Remove to plate.
To serve, arrange 2 slices or spears of pineapple per serving onto dessert plates. Dust with a little cayenne. Dollop with yogurt and drizzle each with a little leftover syrup. Sprinkle with toasted macadamia nuts, coconut, and a few flakes of salt.