To make caramel, stir 1 cup of the sugar constantly in a small saucepan over high heat until it turns into a golden liquid. Remove from heat and quickly pour into 6 heatproof custard cups, coating bottom and Side Dish evenly. Set the cups in a baking dish or roasting pan big enough to hold them comfortably. Fill pan with cold water to come halfway up the Side Dish of the cups.
Preheat the oven to 350°F with a rack in the center.
In a bowl, whip together remaining 1-cup sugar and egg yolks until mixture is thick and fluffy. Stir in cream, vanilla, and Grand Marnier. Pour mixture into caramel-coated cups and bake for 50 to 55 minutes. (Custard may be cooked even if center is not completely gelled.) Cool to room temperature, then chill.
Serve in cups, or run knife around inside surface to separate custard and invert onto plates.