Combine the ground almonds, mascarpone, brandy and orange zest in a bowl. Mix to combine and put in refrigerator until required.
Preheat oven to 220°C
Cut 12 rounds of pastry 3cm larger in diameter than the peaches.
Fill each peach cavity with about 1 Tbsp of the mascarpone filling so it spills over the cut side of the peach. Put a peach half, cut side down, in the centre of each pastry round and gently press down.
Generously dust with icing sugar, then bake for 17-20 minutes or until golden and puffed.
Cool slightly before serving, dusted with more of the icing sugar.