Heat olive oil in a medium saucepan over medium. Add garlic, coriander, fennel, ground peppercorns, and cinnamon sticks, and cook, stirring constantly, until garlic is golden and spices are fragrant, about 2 minutes. Add olives, vermouth, harissa, vanilla bean seeds, and thyme sprigs, and continue to cook, stirring often, until liquid reduces by half and coats the olives, about 3 minutes. Remove pan from heat, and stir in the lemon zest and juice. Transfer olives to an airtight container, and chill at least 24 hours or up to 2 weeks. Let olives stand at room temperature 1 hour before serving.