Put the orange slices in a small food processor or blender and make into puree.
Place the pureed orange in a small pot with the orange zest and sugar. Bring to a boil, then simmer for 5 minutes, stirring occasionally. Add the cranberries and cook, continuing to stir occasionally, over medium heat, for about 10 minutes.
The cranberries will break and pop, and eventually look like cranberry sauce. Stir in the Grand Marnier liqueur and remove from heat.
Serve hot or cold.
Notes
If you don't have Grand Marnier, you can use Cointreau or another orange flavored liqueur, but I prefer Grand Marnier.
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