Position oven racks in center and lower third of oven; preheat to 425°F. Lightly oil an 11 inch tart pan with a removable bottom or coat it with nonstick spray.
Arrange plums, cut-side down, in a single layer on a baking sheet with sides. Roast on the lower rack for 10 to 12 minutes, or until tender and browned in spots, turning plums over halfway through cooking.
Set aside to cool. Reduce oven temperature to 375°. Place 2 overlapping sheets of plastic wrap on a work surface. Set dough in the center and cover with 2 more sheets of plastic wrap. Roll dough into a 13-inch circle.
Remove top sheets of plastic and invert dough into prepared pan, letting excess dough hang over the edges.
Gently press dough into bottom and sides of pan. Pull off plastic wrap. To trim excess dough, run a rolling pin over the top edge of the tart pan.
Place pan on a baking sheet with sides. Sprinkle semolina (or cornmeal) over crust. Arrange roasted plums, skin-side down, in a single layer inside tart shell.
In a mixing bowl, whisk egg, sugar, flour and vanilla until smooth. Gradually whisk in milk. Slowly pour custard over plums.
Bake on the center rack for 25 to 30 minutes, or until custard is set. To remove tart ring, place bottom of tart pan on the top of a large can and carefully press down on the edges until ring slides off.
Transfer tart to a large platter to cool. Just before serving, dust with confectioners' sugar. Serve slightly warm or at room temperature.