Preheat the oven to 200C/400F/Gas 6.
To make the rhubarb, melt the butter in a small ovenproof frying pan over a medium heat. Add the rhubarb and the caster sugar, stir well and transfer to the oven to roast for 10-15 minutes, until the rhubarb has cooked through.
To make the vanilla yoghurt, place the yoghurt together with the vanilla seeds into a small bowl and stir to combine.
To serve, place the roasted rhubarb onto a plate with a dollop of the yoghurt alongside.