Halve the plums and remove the pits. Place the sugar, almonds and plums in a saucepan over medium heat. Cook until the sugar caramelizes and the plums are soft.
Deglaze the pan with the red wine. Stir in the lemon zest and reduce the liquid by half. Strain the remaining liquid through a fine sieve into a double boiler. Add the egg yolks and whisk over medium heat to make the sabayon. Season with cinnamon. Ladle the sabayon into deep bowls and top with the plums.