Unfold phyllo. Lightly brush 1 sheet with some melted butter. Top with another phyllo sheet, brush with butter and repeat, using all phyllo and all butter. Cut phyllo into 6 strips. Cut each strip into fourths, making 24 pieces total.
Using a spatula, transfer phyllo to baking sheets. Combine ground pecans, 2 tablespoons sugar and 5 teaspoons boiling water. Sprinkle over pastries. Bake at 425 degrees for 4 to 5 minutes. Cool on baking sheets on wire racks. (May store pastries at this point in container at room temperature for 2 to 3 days.).
For honey cream: In a small saucepan, combine half-and-half, honey and cornstarch. Cook and stir over medium heat until thickened. Cook and stir 2 more minutes. Remove from heat. Gradually whisk about half of hot mixture into beaten egg yolks. Return mixture to saucepan. Cook over medium heat until thickened, stirring occasionally. Add Grand Marnier. Transfer to a medium bowl, cover with plastic wrap and chill for about 4 hours. Before serving, beat whipping cream until soft peaks form. Fold into honey cream. Set aside.
For glaze: In a double boiler, melt chocolate and butter over low heat, stirring constantly. Remove from heat. Stir in sugar and vanilla until a coarse meal forms. Stir in 2 teaspoons hot water. Add in 1 to 2 teaspoons additional hot water, 1 teaspoon at a time until glaze is of drizzling consistency.
To assemble: Place 1 phyllo square on each plate. Spread each with about 2 tablespoons honey cream. Top with another phyllo square and more honey cream. Top with a third phyllo square and a dollop of honey cream, then drizzle chocolate glaze over top.