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Preheat oven 300 degrees.
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Whisk yolks and sugar until thick and pale yellow. Set aside.
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In saucepan, heat cream. Temper into yolks. Simmer on low, stirring constantly until thickened and coats spoon. Do not over heat.(170 degrees).
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Remove from heat and whisk in Grand Marnier and vanilla.
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Pour mixture into individual ramekins.
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Place ramekins in large baking dish. Pour water around ramekins until half way up sides.
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Bake 300 for 45 minutes.
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Remove ramekins from water bath and chill at least 3 hours or overnight.
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To serve: Sprinkle with brown sugar. Place under broiler until sugar starts to bubble and color.