Melt the butter in a saucepan. Mix the biscuits with the butter, Marsala, 1 tbsp of the sugar and the vanilla.
Halve the peaches and remove the stones. Put them into a gratin dish.
Spoon the biscuit mixture onto the peaches, filling up the holes where the stones were.
Squeeze the lemon over the top, drizzle with a little more Marsala and sprinkle on a little more sugar.
Bake in an oven preheated to 180 C until the peaches are completely tender. This will take 15 -20 minutes depending on how ripe the peaches are.
Serve with crème fraiche or double cream.