1Combine water and sugar in heavy 1-quart saucepan and stir to dissolve sugar. Bring to boiling point over high heat and let boil without stirring for exactly 5 minutes.
2Meanwhile, beat egg yolks with electric mixer until thick and lemon colored. Carefully add hot syrup in thin stream, continuing to beat until cool. Add Grand Marnier.
3In separate bowl whip cream until thickened but not stiff. Fold half the cream into yolk mixture, then fold in remaining cream.
4Pour into dessert glasses or serving bowl, cover and freeze until ready to serve.
5Dessert does not freeze completely. Plan to serve in bowls or sherbet glasses.
Dessert does not freeze completely. Plan to serve in bowls or sherbet glasses.