Peel orange with a vegetable peeler, reserving sections for another use. Cut rind into very thin strips; stir rind and next 5 ingredients into prune mixture.
Combine brandy and next 3 ingredients in a saucepan; cook over medium heat 3 minutes or until warm. Pour over fruit mixture, stirring gently. Serve warm or at room temperature. Store in an airtight container in refrigerator up to 1 month.