Prepare marinade: Place the olive oil and garlic in a small bowl. Slowly add the red wine, whisking all the while with a wire whisk to form an emulsion. Add the pepper; mix well.
Place the rabbit in a shallow non-aluminum pan, pour the marinade over, and turn to coat the pieces evenly. Marinate the rabbit overnight or for up to 2 days, turning several times. Remove form the marinade and drain slightly before cooking.
Making the sauce: In a small, heavy saucepan, bring the shallot, garlic, prunes, and chicken stock to a boil. Reduce the heat and cook over medium heat for 10 minutes. Allow to cool slightly.
Transfer the prune mixture to a blender or food processor and purée to the pan and bring to a boil over high heat. Add the vinegar and cognac and boil for 2 minutes. Reduce the heat to low and cook, stirring occasionally, for 10 minutes. Season with salt and pepper.
Prepare a fire in an open grill. When the coals are medium-hot, place the rabbit, skin side down, on the grill and cook until the juices run clear, about 10 - 12 minutes per side, depending on how hot the coals are. Remove from the grill and allow to rest for 5 minutes before serving. Serve sauce over rabbit.
Servings: 4 to 6