Set up a double boiler by placing a metal or glass bowl over a small saucepan of boiling water. Whisk the egg yolks and sugar together in the metal bowl over the simmering water for 5 minutes, whisking constantly. Set the eggs aside and allow the mixture to cool.

Using an electric mixer, whip the mascarpone cheese until it is just broken up and soft. Add the heavy cream and whip the mixture until fluffy and firm. Add the vanilla extract and orange zest and give it one last whip to combine. Fold the mascarpone cream into the egg mixture.

Combine the orange juice and Grand Marnier® in a small bowl. Separate the ladyfingers into halves. Quickly dip the ladyfingers into the orange juice mixture and layer 3 rows of 7 ladyfingers in a 9-inch square baking dish. Top the ladyfingers with half of the mascarpone cream. Repeat the layers - another layer of dipped ladyfingers and the remaining mascarpone cream. Sift a thin layer of cocoa powder over the top to cover the mascarpone cream. Chill for at least 3 hours to overnight.

Sprinkle with candied orange peels before serving.

**To make candied orange peels: Bring 1 cup of sugar and 2 cups of water to a boil. Add strips of orange peels, pith removed. Simmer for 60 minutes; do not stir during cooking process. Remove from pan and toss in granulated sugar. Let dry for 3 hours.