Peel the ginger and mix with the lemon juice in a bowl. Cover and set aside.
Bring the ginger and wine to a boil over medium heat for about 30 minutes. Let sit overnight, drain and catch the liquid.
Finely chop the ginger. Slit the vanilla pod lengthwise, scrape out the seeds and halve the pods. Mix the ginger, vanilla seeds, vanilla pods and the wine broth. Bring to a boil. Cover and simmer over medium heat for about 15 minutes.
Sprinkle with the jam sugar and boil vigorously for 4-5 minutes.
Stir in the cognac. Pour the boiling hot jam into jars. Seal immediately and flip upside down to cool for about 15 minutes. Flip right side up and let cool completely before serving.