Pour vodka into small saucepan. Add rosemary. Set over medium-low heat 3 to 5 min., or until heated through and lightly steaming. Remove saucepan from heat. Add olives and gently stir. Marinate 1 hr.
Transfer olives, rosemary and about half the vodka into a serving dish (use remaining in martinis); drizzle with olive oil and sprinkle with orange zest to serve.