Preheat the oven to 400°F (200°C).
In a saucepan, combine the rice, milk, sugar, and vanilla bean seeds. Cook over medium heat, stirring occasionally, until the milk has been absorbed and the rice is creamy, about 30 minutes.
Meanwhile, place the peach halves on a baking sheet and drizzle with honey. Sprinkle with cinnamon. Roast in the oven for 15 minutes, or until the peaches are soft and caramelized.
Divide the rice pudding into serving bowls and top each with a roasted peach half. Serve warm or chilled.