Preheat the grill to medium-high.
For the grilled orange and apricot, place the segmented oranges and chopped apricots into a small ovenproof dish. Drizzle over the honey and place under the grill for 3-4 minutes, or until the fruit is hot and the honey is bubbling. Set aside while you make the sabayon.
For the sabayon, place the egg yolks into a heatproof bowl set over a pan of gently simmering water. Add the vanilla seeds, champagne and sugar and whisk until the mixture thickens.
To serve, pour the sabayon over the fruit.