Combine wine, sugar, orange juice, orange peel, lemon peel, cinnamon stick, star anise, and water in a large saucepan.

Bring to a boil, stirring until sugar is dissolved.

Add peeled and cored apples to the simmering liquid.

Reduce heat to low and simmer, occasionally rotating apples, until tender when pierced with a knife (25-30 minutes).

Transfer apples to a plate using a slotted spoon and set aside.

Strain the poaching liquid into a small saucepan.

Discard the solids in the strainer.

Simmer the poaching liquid over medium-high heat, stirring occasionally, until it reduces to about 3/4 cup (10-15 minutes).

Let the syrup cool; it will thicken as it cools.

Combine yogurt and honey in a small bowl.

Scrape in seeds from a split vanilla bean.

Whisk until the yogurt sauce is smooth and well blended.

Divide yogurt sauce among plates.

Place warm poached apples on top of the yogurt sauce.

Drizzle the reduced syrup over the apples.