From Massachusettes' Cape. Delightfully different for Thanksgiving, Finely grate the peel from the orange. Remove the skin and membranes for the orange. Section the orange and cut each section across into thin slices. Combine the orange peel, orange slices, cranberries 1 1/2 cups sugar and the water in a medium saucepan. Heat to boiling; reduce the heat.
Simmer covered 10 minutes. Remove cover and continue to cook until slightly thickened, about 5 minutes. Remove from heat.
Preheat the oven to 325F. Beat the eggs with the cinnamon in a large bowl until light. Beat in the remaining 3/4 cup sugar, the milk and 1/2 cup cream, Grand Marnier liqueur and vanilla.
Place a layer of bread over the bottom of a buttered 2 qt souffle dish. Using a ladle, add enough egg mixture to cover the bread. Spoon one third of all the cranberry mixture over the top.
Repeat the layers two more times, adding all the egg mixture to the dish before spooning on the last third of the cranberries. Bake until firm, about 1 hour.
Serve slightly warm or at room temperature with heavy cream.