For the fruit:
1/4 cup packed dark brown sugar
1 teaspoon vanilla extract
1/4 teaspoon fine salt
2 blood, Cara Cara, or navel oranges
1 small grapefruit
1 large mango
1/2 medium pineapple
For the topping:
1 cup plain Greek yogurt
1/4 cup mascarpone cheese
1/2 cup coarsely chopped toasted macadamia nuts
For the fruit: Arrange an oven rack 6 inches from the broiler and heat the broiler. Place the brown sugar, vanilla, and salt in a large bowl.
Cut the fruit: Trim the tops and bottoms from the oranges and grapefruit so that they rest flat on the cutting board. Cut the peel and pith away from the oranges and grapefruit. (For a visual, follow the first three steps in this post.) Cut the oranges crosswise into 1/2-inch-thick rounds and add to the bowl of brown sugar. Halve the grapefruit from top to bottom, then cut each half crosswise into 1/2-inch-thick half-moons; add to the bowl of oranges.
Peel the mango, cut the flesh away from the pit, and cut the fruit into 1/2-inch-thick slices; add to the bowl of citrus. Cut the peel away from the pineapple, cut out the core, and then cut the fruit into long 1/2-inch-thick strips; add to the bowl of citrus.
Using your hands, gently toss the fruit together with the brown sugar. The brown sugar will start to dissolve and juice will release from the fruit. Using your hands, lift the fruit out of the juice onto a rimmed baking sheet and spread into an even layer. Reserve the bowl and juices.
Broil until browned in spots, about 10 minutes (watch closely and rotate the pan as needed). Remove the pan to a wire rack to cool slightly.
For the topping: Remove all but 3 tablespoons of the juice from the bowl. Add the yogurt and mascarpone and whisk until smooth.
Transfer the broiled fruit to serving bowls and top with the mascarpone mixture and macadamia nuts.