For the grilled peaches: Prepare the grill to high heat. Lightly brush the cut sides of the peaches with the oil. Grill the peaches, cut-side down, until grill marks appear, about 3 minutes on each side.
Boil the wine and granulated sugar in a small saucepan. Transfer the peaches to a small dish and spoon the wine mixture over the peaches. Set aside, about 15 minutes.
For the grilled pound cake: Preheat the grill to high heat. Lightly brush each slice of the cake with the butter on both sides. Place the cake on the grill and cook, about 2 minutes each side. Rotate each cake slice a quarter turn after 1 minute to create a crosshatch of grill marks.
For the cream cheese glaze: Combine the cream cheese, powdered sugar, zest and orange juice in a medium bowl. Beat until smooth using a fork or electric mixer.
Spread the cream cheese glaze on the grilled pound cakes. Place the grilled peaches on top. Serve warm or at room temperature.