Preheat the oven to 180C/350F.
Cover the apricots with the warm water and let them stand for 15 minutes if they are already plump and soft, 30 minutes if they are hard to begin with. Drain, but reserve the water.
Put the water and vanilla bean in a baking dish - a 20 centimeter / 8 inch pie plate is just right. Scrape out the seeds of the vanilla bean with the tip of a knife and break them up in the water. Add the apricots, sprinkle them with the sugar, cover with foil, and bake until the water is nearly absorbed, about 1 hour. Turn each of the apricots over in the syrup; then cover and refrigerate. Serve chilled.
Serves 6. Will keep for at least a week.