This is a simple dish that we came up with (in other words improvised) over Christmas. As we didn't have any cognac left, I found a decent bottle of Obertin Calvados on my drinks tray, and used that instead. The results were spectacular- the fruity, applely taste of the Calvados complimented the oranges brilliantly, and brought out the juice.
Slice up some oranges and arrange them in a glass bowl (one of those deep, cut-glass things would be ideal). In the meantime, make a syrup by heating up a few spoonfuls of white sugar in some water. Peel the skin off an orange, and cut it up into very thin strips. Blanche the orange strips in boiling water, and then add them to the syrup.
Pour a decent slug of Calvados into the hot syrup, stir it around, and then pour the now Calvados-infused syrup over the sliced oranges.
Garnish with almonds. If you can be bothered, "dry-roast" or toast the almonds in a hot frying pan, until they are golden brown.
Funnily enough, I think this dish would be ideal for either a raw Winter's day, or a languid Summer's afternoon.