Cut de-pitted peach halves in half and toss peach quarters with melted butter. Coat a grill or grill pan with cooking spray and heat over medium-high heat. Grill peach quarters for 2-3 minutes per side or until grill marks are evident.
Toss with brandy mixture and arrange on plates or in small cups. Top each with a dollop of mascarpone, drizzle of remaining brandy glaze, and crushed cookies. Serve immediately.