Preheat oven to 180°C/160°C fan-forced.
Combine water, sugar, lemon juice and cinnamon sticks in a deep medium baking dish.
Using a teaspoon, scrape vanilla bean seeds into sugar mixture. Add pod to pan. Stir to combine.
Using a sharp knife, individually cut a quince into eight wedges. Peel and core and place into sugar and lemon mixture in the baking dish (to prevent browning). Repeat using remaining quinces.
Press a sheet of baking paper directly over quinces to cover, then place a sheet of foil over pan and seal well.
Bake, without disturbing, for 2 ½ hours.
Remove from oven and cool in pan (with covers left on) for 30 minutes.
Serve warm with thick natural yoghurt or ice-cream.
