Preheat the oven to 300 degrees.
In a medium mixing bowl combine egg yolks and sugar. Beat together on low until just combined (do not incorporate air). Set aside.
In a small saucepan pour in heavy cream. Using a sharp knife, slice open the vanilla bean and scrape the seeds into the cream. Add the whole vanilla bean as well.
Turn heat to medium and heat until mixture is scalded (there will be bubbles on the top and the edges, but mixture should not boil). Stir in the grand marnier.
Next, temper the eggs by pouring a small amount of the milk mixture into the yolk-sugar mixture. Mix thoroughly until combined. Gradually pour the rest of the milk mixture into the eggs until fully mixed.
Pour custard through a fine-mesh strainer into a large measuring cup (needs to hold at least 2 cups).
Arrange 4 ramekins in a 9x13 pan. Pour the custard evenly between the ramekins.
Place the custard in the oven and pour boiling water into the 9x13 pan (use caution so no water gets in with the custard) so that the water reaches about ½ way up the ramekins.
Bake for 35-40 minutes, or until custard is set when slightly jiggled.
Remove from 9x13 pan and chill custards for about 2 hours and up to overnight.
Prepare blood orange slices- lightly dab with paper towel to remove excess moisture. Arrange on top of the chilled custards, about 2-3 orange slices/ ramekin.
Next, top each ramekin with about 1 tablespoon of granulated sugar. Smooth out with your finger so that sugar is even.
Using a chef's torch, melt the sugar until the oranges and custard are caramelized. (If you don't have a torch, you may do this in your broiler- watch very carefully!!)
Allow to topping to cool and harden before serving.