Grill the peaches, cut-side down, until golden and a bit charred, about 3 minutes. Turn them over and cook for another 3 minutes (this should soften everything up). Let cool slightly.
Add the cookie crumbles to a medium bowl. Stir in the liqueur and cocoa powder and toss well. Mold the cookie crumbles into 12 small balls and place one in the center of each peach half where the pit would be. Serve warm.