Preheat the oven to 200°C. Coat a 20-cm square baking dish with cooking spray.
Combine orange zest, ginger, orange juice and brown sugar in a small saucepan. Bring to a simmer, stirring to dissolve sugar. Remove from the heat, add margarine and stir until melted.
Place plums, cut side up, in the baking dish. Pour orange juice mixture over plums. Cover with aluminium foil and bake until plums are almost tender, 20 to 25 minutes.
Baste plums with orange syrup and sprinkle with almonds. Bake, uncovered, until plums are tender and glazed, 10 to 15 minutes, basting once or twice. Serve plums warm or chilled, drizzled with syrup and accompanied by a dollop of yogurt.