Soak the cookie crumbs in the Grand Marnier in a bowl. Heat the chocolate in a double boiler over hot water until melted, stirring occasionally. Remove from heat. Add the butter, stirring until smooth.
Whisk the egg yolks in a bowl until blended. Stir in a small amount of the chocolate mixture into the egg yolks. Stir the egg yolks into the chocolate mixture. Let stand until cool.
Beat the whipping cream in a mixing bowl until soft peaks form. Fold into the chocolate mixture. Layer the chocolate mixture and cookie mixture alternately in a greased 8-inch springform pan until all of the ingredients are used. Chill, covered, for several hours. Dust with confectioners’ sugar before serving.