Slice the carrots and put them in a saucepan covered with water. Boil until very soft, then run through a food mill to puree. Stir the sugar into the puree in a saucepan. Add the lemon zest and lemon juice, bring to a boil, and cook until glassy and jammy. Remove the pan from the heat and stir through the chopped almonds and the Cognac. Cool.
Serving suggestion: Serve on bread with cold butter.