Add the lemon juice, Grand Marnier, and Cognac to a cocktail shaker.
Fill a cocktail shaker three-quarters full with ice. Cover and shake vigorously for about 15 to 20 seconds.
Rub the rim of a chilled chilled coupe with the lemon wedge and dip the rim of the glass in a plate dusted with granulated sugar. Strain the Sidecar mixture into the glass, and garnish with lemon twist.