Place the pitted and cut cherries in a medium size pan with the sugar and cook on medium heat for about 10 minutes until the sugar has dissolved and the cherries have softened a little. Don't let them get mushy.
In food processor, with knife blade attached, pulse the hot cherries until the cherries are in small chunks. You can blend them smooth if you wish, but I prefer little chunks of cherry in my frozen yogurt. Place the cherry mixture in a medium size bowl and cool to room temperature.
If the yogurt is not really thick (Greek-style), then put the yogurt in a fine-mesh sieve and drain out as much liquid as possible; set aside.
When the cherries have cooled, add the yogurt, cognac and vanilla and mix until the yogurt is completely incorporated. Refrigerate the yogurt mixture for approximately 2 hours. Transfer the yogurt mixture to an ice cream maker and freeze according to the manufacturer’s instructions.
Take the frozen yogurt out of the freezer 15 minutes prior to serving.