Steam artichokes until tender and leaves come off easily, 45 minutes to an hour. I like to use a pressure cooker to save time (usually takes 10-15 minutes). Be careful not to overcook, or they may fall apart during grilling.
Remove artichokes from the pot and let cool. Cut the artichokes in half lengthwise (top to bottom).
Measure wine, vinegar and brandy in a glass measuring cup. Add lemon juice, lemon zest and shallot.
In a small ramekin, mix mustard and cayenne pepper. Whisk in a little of the wine liquid (this should help make them more well dispersed). Add mustard mixture to the rest of the liquid in the measuring cup, and whisk.
Pour marinade into a large ziploc bag. Add artichoke halves and refrigerate approximately 24 hours, turning once half way through marinating time. This usually works best if you set the ziploc bag on a plate with all the halves spread out in one layer.
Remove artichokes from marinade. Pour off excess by tilting them with the stem pointed at the ceiling. Bring to room temperature.
Warm artichokes for about one minute in the microwave; brush both sides with olive oil.
Grill artichokes 4-5 minutes per side, or according to your grill. These have a delicious flavor of wine and barbecue, and are great enjoyed as is. Alternately, you can serve these with your favorite dipping sauce.