Prepare a charcoal or gas grill for medium-high heat, or preheat a ridged grill pan over a medium-high flame. Lightly brush the grill rack or pan with oil. Grill the peaches until they are heated through and beginning to brown, turning occasionally, about 5 minutes. Immediately transfer the grilled peaches to the brandy mixture, and toss to coat. Set aside for 15 minutes, tossing occasionally.