Preheat the oven to 190ºC/375ºF/gas 5. Split the vanilla pods and remove the seeds. Put the seeds and pods into an appropriately sized casserole-type pan that will hold all your pears snugly, and add the wine, sugar, cinnamon, and orange juice and zest. Throw in your thyme, secured together in a little bunch with string. Bring to the boil, turn down to a simmer, and add your pears, sitting upright. Put the lid on the pan and bake in the preheated oven for around 1 hour until the pears are soft and tender but not falling apart. They should be soft all the way through but retain their shape. (Sometimes they can take less or more time depending on the ripeness of the pears.) When they're ready they will have taken on the flavour and colour of the wine and should smell delicious.
By now the wine and the sugar will have thickened and the flavour will have intensified. Remove the pears to a dish, turn up the heat under the pan, and reduce the wine by about half. Remove from the heat and add the butter – agitate the pan but don't give it any more heat. This will give you a really intense, tasty sauce which is to die for. Put the pears back in the pan and leave until ready to serve. Warm is the best temperature to serve this dish, and it’s best with some nice whipped sour cream or crème fraîche – a lovely contrast to the richness of the sauce.