Cut brioche slices diagonally and arrange in two layers in an 8x8 baking dish.
Thoroughly whisk all ingredients and pour over arranged bread and allow to soak for 20 minutes.
Place the baking dish in a larger roasting pan, and add enough very hot tap water to the roasting pan to come up an inch up the side of the baking dish. Cover the roasting pan tightly with aluminum foil, tenting so the foil doesn't touch the pudding. Make 2 slashes in the foil to allow the steam to escape.
Bake at 350° for 45 minutes, remove aluminum foil and bake for another 40 to 45 minutes until the pudding puffs up and the custard is set.
While the pudding is baking, make the cream sauce.
In a one quart saucepan set over medium heat, combine the cream and sugar. Place the cornstarch and 1/4 cup of the Grand Marnier in a small mixing bowl and whisk to blend and make a slurry. Pour the slurry into the cream mixture and bring to a boil. Once the sauce begins to boil, reduce the heat, add the salt, and stir in the butter and remaining Grand Marnier.