The recipe that I saw was very old (around 1900). It called for cognac. I tried this with a very good Pierre Ferrand cognac and also with the Christian Brothers VSOP brandy that I use for holiday baking due to its strong vanilla overtones.
The brandy version was better; the other was a waste of good cognac. I think this is because the old recipe was created during a time when brandy might be any fruit-derived spirit, some truly bad, while cognac was a guarantee of the grape spirit. Today even the cheapest brandy is derived from grape wine unless noted otherwise, so I think the cheap modern brandy is an adequate substitute for the cautious cognac in the original recipe.