Marsala is a deep, robust fortified wine from Sicily. It comes in both dry and sweet varieties. For the best flavor, marinate the dried plums overnight then let them reach room temperature before serving.
Carefully remove rinds from orange and lemon using a vegetable peeler, making sure to avoid white pith; discard orange and lemon.
Place rinds, plums, juice, Marsala, and cinnamon in an electric slow cooker; stir to combine. Cover and cook on low 4 hours or until plums are very tender. Discard rinds and cinnamon stick. Cover and chill plum mixture overnight. Serve at room temperature with Yogurt Cream.