I have yet to see a recipe for plain vanilla jelly, but I did find one for Elderflower and Vanilla Jelly I wonder if you could fiddle with something like that until you get a good recipe. Good luck in your search.
Couldn't this be done in the way that mint jelly is made, except instead of mint, you can use vanilla bean? I don't think the vanilla will have a strong enough flavor to carry it on it's own, but I think a vanilla would go well together with peach. You could probably make jelly out of anything provided you have enough pectin.
I am not sure about only vanilla flavored jam but I have read that you can make either plum or peach with vanilla flavored jam before. If you can find it only for vanilla I have a feeling my oldest kid would require me to ask you for a copy of the recipe.