Combine yogurt, sugar, and 1 teaspoon brandy. Cover and chill.
Combine remaining brandy, butter, and honey.
Place peach halves, cut side down, on grill rack coated with cooking spray; grill 2 minutes on each side or until grill marks appear. Remove peaches from grill; thinly slice and place in a bowl. Stir in honey mixture.
Split each Citrus Shortcake square in half; spoon about 1 1/4 cups peach mixture over bottom half of each shortcake. Top with top half of shortcake and 1 tablespoon yogurt mixture.