Preheat the oven to 300ºF (150ºC).
Place the pineapple in a baking dish that’s not much large than they are, but with room for basting and turning the pineapple as it cooks.
In a bowl, mix together the orange juice, lime juice, liquor, jam, vanilla (if using), and allspice (or whatever spices you are using.)
Pour the mixture over the pineapple and roast in the oven for 1 1/2 to 2 hours, turning the pineapple quarters every 20 minutes, basting them with the juices, until the fruit is caramelized on the outside. Depending on the ripeness and juiciness of the pineapple, the cooking time may vary. So be sure to check it, and follow your senses when it’s done – au pif.