Heat 1 cup whole milk in a 2-quart saucepan over medium-low heat just until warm.
In a separate bowl, whisk together the 4 egg yolks, 1/3 cup sugar, and 1/8 teaspoon until slightly thickened and lighter in color.
Slowly pour half of the warm milk into the yolk mixture, whisking continuously.
Next, pour the milk and yolk mixture back into the saucepan and cook over medium heat, stirring constantly, until the mixture thickens and thickly coats the back of a spoon. The mixture should get to the consistency of heavy whipping cream.
Set a bowl over an ice bath, then strain the custard through a fine-mesh sieve over the bowl.
Split open your vanilla pod lengthwise, and use the tip of a sharp knife to scrape the seeds of the pod into the custard. Stir the vanilla beans into the custard, continuing to stir until the custard is cool.
Once the custard has cooled, stir in 1 1/2 tablespoons of Grand Marnier.
Once the Grand Marnier has been incorporated, over the bowl with plastic wrap and refrigerate for 2 hours or until completely chilled.