2) Meanwhile, stir the sugar, brandy, and lemon juice in a medium bowl to blend. Set the brandy mixture aside.
As the peaches are ready, remove them from the grill and place them in a shallow baking dish. Top them with the brandy mixture, and toss to coat. Set aside for 15 minutes and allow to marinate, tossing occasionally.
2) Stir the mascarpone and vanilla in a small bowl to blend. Divide the grilled peach mixture equally among six dishes. Pour the wine over the peaches. Dollop the mascarpone mixture atop the peaches, and serve.