Build a fire in the grill. Let the fire die down, until the coals are covered with gray ash.
Put the golden raisins and Cognac in a small bowl and soak for 10 minutes.
Tear off 8 sheets of heavy-duty foil, each about 2 feet long, and divide them into 2 stacks. Place half the sweet potato quarters, apple quarters, onion slices and sage in the center of the top sheet in each stack. Dot each with half the butter and half the raisins, plus the orange zest and salt and pepper to taste. Fold the top sheet in each stack over the vegetables, rotate each package one-quarter turn, and fold the second sheet over it. Repeat with remaining 2 sheets of foil.
Place the packs in the coals around the periphery of the fire. Pile up the coals around the pack and cook 30 minutes.
Remove the pack from the coals, unwrap and check: If the sweet potatoes need more time, put the pack back in the coals or in a 300- degree oven until the potatoes are easily pierced with a fork but give a bit of resistance.