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Line the base and sides of a 1kg loaf tin with cling film. Squeeze the juice from the orange and mix with 3 tbsp of the Grand Marnier. Cut away the bitter white pith from inside the orange shell, then cut the peel into fine strips and boil it in a covered pan with 300ml water for 20 mins until soft. Add the sugar, then simmer uncovered for a bit longer until you have a soft, sticky peel.
Melt the chocolate over a pan of water, then take from the heat and beat in the butter and egg yolks, followed by the rest of the Grand Marnier.
Whisk the egg whites until they hold their shape, then whip the cream until softly stiff. Fold both of them into the chocolate mixture.
Spoon 5 large tbsp of the chocolate mixture into the tin, then dip the finger biscuits in the orange and Grand Marnier mixture one by one and arrange over the chocolate layer – don’t soak them too much or they will fall apart. Scatter over some of the sticky peel, then spoon on another 5 tbsp of the chocolate mixture.
Carry on layering up the biscuits and chocolate mixture until you have 4 layers of biscuit, finishing with a chocolate layer. You should only need to use half the peel. Lightly cover with cling film and freeze until ready to serve. Freeze the remaining peel separately.
To serve, take the cake and orange peel out of the freezer no more than 1 hr before serving and strip off the cling film. Top with whipped cream and the remaining peel, and scatter with the grated chocolate. Keep chilled until ready to eat.