Preheat the oven to 350 F. Grease a loaf pan with a flour/grease mixture. Set aside.

Place the stoned and halved plums into a nonreactive pot. Pour the wine over them and add the bay leaves and sugar. Bring to a boil and then reduce to a gentle simmer to poach the plums. Keep an eyes on them--you want the plums to remain separate and not fall apart. When the flesh of the plums is tender and easily pierced but still intact and attached to the plum skin, remove the plums from the heat. Taste for sweetness and add more sugar if desired.

To make the cake: Beat the eggs and sugar until foamy and thick. Gradually add the melted and cooled butter to this mixture. Add the citrus zests with the flour and vanilla extract. Mix gently. Add the milk to loosen the mixture.

Scrape half of the cake batter into the prepared loaf pan. Scoop out dots of flesh from the cooked plum halves and dot the batter (You want to use a tablespoon or so of flesh in total). Then scrape the remaining batter over this and repeat with more dots of flesh.

Bake for 35-40 minutes, or until the top is risen, golden brown, pulling away from the sides of the pan, and a cake tester inserted into the center of the cake comes out mostly or completely clean.

Cool for 10 minutes before inverting onto a cooling rack to finish cooling there.

Serve with the remaining plum halves and a little of their poaching liquid.