Drizzle 1 tablespoon of oil in a large pan over a low heat. Peel and slice the shallots, then cook gently, or until softened and golden brown. Meanwhile, stone and chop the plums.
Add the bay leaves and spices to the pan, fry for 1 minute then stir in the plums. Add the sugar and finely grate in the orange zest.
Squeeze the orange juice into a measuring jug and top up to 450ml with cider vinegar. Add to the pan and bring to the boil, then reduce the heat and simmer slowly until most of the water has evaporated and the chutney is reduced and thick, stirring now and then as it cooks.
Spoon the chutney into sterilised jars and seal straight away. Leave to cool and store in a cupboard for a few weeks before eating.