Grate zest from oranges. Set aside.
Using sharp knife, cut away thick white pith of oranges. Carefully cut between the orange sections to release them.
Set aside.

In a medium saucepan combine cranberries, sugar, 1 cup of water and the orange zest. Bring to a boil over medium heat. Stir often to help dissolve sugar. Reduce heat to low simmer until sauce is thick and cranberries have burst, about 12 to 15 minutes. During the last few minutes, sti in the orange sections. Remove from heat and stir in Grand Marnier.

Cool completely before serving.

Note: Can be prepared up to one week in advance. Cover tightly and refrigerate.